Models in Finance (1 º Sem 2020/2021)

The aim of this course is to develop the necessary skills in order to understand and apply the mathematical methods, of analytical, stochastic and numerical type, that play an important role in financial stochastic models either in discrete or continuous time. In particular, we are interested in models for the valuation of derivative securities. These skills are also important in order to communicate with other financial professionals and to critically evaluate modern financial theories.