Sumários
Black Scholes formula
20 abril 2022, 15:30 • Cláudia Rita Ribeiro Coelho Nunes Philippart
Derivation of the Black Scholes formula.
Martingales
30 março 2022, 15:30 • Cláudia Rita Ribeiro Coelho Nunes Philippart
Second MAP. Conditional expectation. Martingales.
Brownian motion
25 março 2022, 15:00 • Cláudia Rita Ribeiro Coelho Nunes Philippart
First MAP. Exercises about Brownian motion.
Brownian motion
24 março 2022, 16:00 • Cláudia Rita Ribeiro Coelho Nunes Philippart
Central Limit Theorem; Stochastic Processes; Filtrations; Brownian motion.
Basic concepts about probability
23 março 2022, 15:30 • Cláudia Rita Ribeiro Coelho Nunes Philippart
Probability spaces; random variables; normal distribution