Financial Mathematics, Derivatives and Structured Products

Introduction to Financial Markets.- Interest Rate Instruments.- Equities and Equity Indices.- Foreign Exchange Instruments.- Commodities.- Credit Derivatives.- Investment Funds.- Options.- Elements of Probability.- Stochastic Calculus Part I.- Black-Scholes-Merton Model for Option Pricing.- Stochastic Calculus Part II.- Risk-Neutral Pricing Framework.- Numerical Methods for Option Pricing.- American Options.- Exotic Options Pricing and Hedging.- Num?eraires and the Pricing of Vanilla Interest Rate Options.- Foreign Exchange Modelling.- Local, Stochastic Volatility Models, Static Hedging and Variance Swap.- Jump-diffusion Models.- Interest Rate Term Structure Modelling.- Credit Modelling.- Commodity Modelling.- Structured Products.- Popular Structured Products.- Dynamic Asset Allocation.- Systematic Strategy.

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• Estocástica
• Finanças
• Modelação matemática
• Probabilidade e Estatística

Financial Markets;Equities and Equity Indices;Foreign Exchange Instruments;Commodities;Investment Funds;Options .;Black-Scholes-Merton Model;Local Volatility Model;Stochastic Volatility Model;Structured Products