Summary

1. Underlying and derivative financial instruments 2. Underlying risky financial instruments: stocks 3. Derivative financial instruments 4. Forward contract 5. Long & short position (payoff) 6. The Option Contracts 7. Basic types of Stock options 8. Option Pricing in the 1-Period Binomial Model 9. Investor’s portfolio. Replicating strategy 10. Pricing by the absence of arbitrage

Data of the activity

Sponsors:

Escuela Internacional de Doctorado (EIDUAL)

Teaches:

Natalja Shchestyuk. Universidad: National University "Kyiv-Mohyla Academy" (Ukraine)

Date:

Jueves 28 de abril a las 11:00 horas

Directed to:

Doctorandos del Programa de Doctorado de Ciencias Económicas, Empresariales y Jurídicas y del Programa de Doctorado en Matemáticas y al Personal Docente e Investigador.

Place:

SALA DE GRADOS (2.310). CIENTIF. TENCNICO II INGENIEROS.

No. of places:

Hasta completar aforo (50 plazas)

Certificate:

Emitido por la organización del acto. (Consultas a scruz@ual.es)

Registration:

No necesaria