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<h2 style="font-size:1.2em;">Seminario de Probabilidad y Estadística</h2>
<h3 style="font-size:1em;">Título: <em>Pricing Quantos Options.</em></h3>
<h3 style="font-size:1em;">Expositor: Guillermo Magnou <span style="font-weight:400;">(Udelar)</span></h3>
<div style="font-size:1em!important;"><p><b>Resumen: </b><span>The cornerstone of derivative pricing theory are the Black–Scholes-Merton pricing model and the martingale pricing theory. Under this approaches, the risk neutral valuation states that the price of a derivative is given by the expectation of the discounted terminal payoff under the risk neutral measure. In this opportunity we will determinate the Pricing Quanto Options. A “quanto” is a type of derivative in which the underlying is denominated in one currency, but the instrument itself is converted to domestic currency at a fixed exchange rate.</span></p></div>
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<p style="font-size:1em;"><b>Viernes 8/11 a las 10:30</b><br>
<b>Salón de seminarios del piso 14, CMAT</b>
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<p style="font-size:1em;"><b>Contacto: </b>Alejandro Cholaquidis - <a href="mailto:acholaquidis@hotmail.com">acholaquidis@hotmail.com</a></p>
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Más seminarios en: <a href="http://www.cmat.edu.uy/seminarios">http://www.cmat.edu.uy/seminarios</a>
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