Ementa:
Discussão de tópicos avançados em finanças, com ênfase em derivativos.
Bibliografia:
Básica: -Hull, John C. (2015). Options, Futures and Other Derivatives. 9th ed. Pearson -Merton, R.C. (1976) “Option Pricing when Underlying Stock Returns are Discontinuous”. Journal of Financial Economics 3(1–2), 125–144. -Rouah, Fabrice Douglas (2015). The Heston Model and its extensions in VBA. Hoboken, New Jersey. John Wiley & Sons Ltd. -Campello, M., Yue Ma, C.L and Zou, H., 2011 “The Real and Financial Implications of Corporate Hedging”. The Journal of Finance, Vol. LXVI, No. 5, 1615-1647. -Ornelas, J.R.H., and Mauad, R.B., 2019. “Implied Volatility Term Structure and Exchange Rate Predic… Bibliografia Completa