Synthetic program: Scopo del corso è introdurre lo studente alla teoria dell'arbitraggio a tempo continuo e ai metodi di valutazione per derivati finanziari. Gli argomenti principali sono la valutazione di opzioni europee, americane ed esotiche nell'ambito di Black-Scholes e la valutazione di bonds in diversi modelli di tassi d'interesse.
Lecture Notes
Complete course:
Divided by topic:
| Type |
File name |
Year |
| File not available... |
Other:
| Type |
File name |
Year |
| File not available... |
Exercises
Complete course:
Divided by topic:
| Type |
File name |
Year |
| File not available... |
Other:
| Type |
File name |
Year |
| File not available... |
Exams
First partial exam:
| Type |
Date |
| File not available... |
Second partial exam:
| Type |
Date |
| File not available... |
Full exam:
| Type |
Date |
| File not available... |
Oral exam:
| Type |
Date |
| File not available... |
Multiple choice test:
| Type |
Date |
| File not available... |
Other:
| File name |
| File not available... |
Other
Laboratory:
| File name |
Year |
| File not available... |
Projects:
| File name |
Year |
| File not available... |
Presentations:
| File name |
Year |
| File not available... |
Collections of notes, exercises or exams:
| File name |
Year |
| File not available... |
Tables:
| File name |
Year |
| File not available... |
Etc:
| File name |
Year |
| File not available... |
Live
Quick daily notes, exercises and audio recordings. Files will be approved on priority but deleted after 365 days. 2 points will be assigned by default.
Quick contents:
| File name |
Date |
| File not available... |
