Financial Derivatives
Exclusively reserved for MIB Trieste Students
2 APRIL 2025
DURATION: 3 training days (from 9:00 am to 4:00 pm)
LECTURERS: Joao Amaro de Matos, Universidad Nova de Lisboa, Lisbon, Portugal | Visiting Faculty, MIB Trieste School of Management
The objective of this course is to introduce the notion of options in discrete and continuous-time, relating it to the basic principles of Corporate Finance and to the design of debt instruments.
Main topics that will be covered:
2 APRIL 2025
DURATION: 3 training days (from 9:00 am to 4:00 pm)
LECTURERS: Joao Amaro de Matos, Universidad Nova de Lisboa, Lisbon, Portugal | Visiting Faculty, MIB Trieste School of Management
The objective of this course is to introduce the notion of options in discrete and continuous-time, relating it to the basic principles of Corporate Finance and to the design of debt instruments.
Main topics that will be covered:
- Options’ payoffs and strategies
- Options’ value and absence of arbitrage
- Options’ value in discrete time: the Binomial Model
- Applications: Real options and the valuation of projects
- Options’ value in continuous-time: the Black-Scholes model
- Warrants valuation
- Callable debt
