Modelos em Finanças (1 º Sem 2019/2020)
Linhas Programáticas
- Brownian motion
- The Itô integral and Itô?s Formula
- Stochastic Differential Equations
- Stochastic interest rates models and models of security prices
- Introduction to the valuation of derivative securities
- The Binomial model
- The Black-Scholes model
- Models for the term structure of interest rates
- Credit risk models
- The Itô integral and Itô?s Formula
- Stochastic Differential Equations
- Stochastic interest rates models and models of security prices
- Introduction to the valuation of derivative securities
- The Binomial model
- The Black-Scholes model
- Models for the term structure of interest rates
- Credit risk models