NATURA SIMPLICITATEM AMAT (J. KEPLER)

Papers and Presentations in Portuguese

Papers

1. MSc Dissertation: Hull-White Model and Some Extensions with Stochastic Volatility: Perturbative Approximations , Apr 2008
2. Black and Scholes' Model for Pricing European Options: Analytical and Numerical Solution , Dec 2003

Presentations

1. Financial Derivatives - PowerPoint Presentation , Dec 2007
2. Pricing European Options with Black and Scholes' Model - Gaussian and Non-Gaussian Log Returns - PowerPoint Presentation , Jun 2005
3. Simulating Markets with an Unidimensional Cellular Automata - PowerPoint Presentation , Jun 2005
4. Pricing European Options - Black and Scholes' Model - PowerPoint Presentation , Jan 2005
5. Black and Scholes' Model ... - PowerPoint Presentation , Dec 2003