Martingales in discrete time

23 Fevereiro 2016, 14:00 • João Guerra

Martingales in discrete time. Examples.

Martingale transform and discrete time integral.

Games and betting systems.

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Stochastic processes and conditional expectation

19 Fevereiro 2016, 14:00 • João Guerra

Stochastic processes: equivalence concepts and different types of continuity.

Conditional expectation: definition and properties.

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Presentation and overview

16 Fevereiro 2016, 14:00 • João Guerra

Presentation.

Program, bibliography and assessment.

Overview.

Review of stochastic processes. Basic definitions.

 

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