Sumários

Stochastic Optimal Control 2/2

21 Outubro 2024, 19:15 • Henrique Manuel Emídio Lourenço Guerreiro

Exercises 19.1, 19.5, 19.8. Sketch of 20.1 and 20.2.


Part 2/2

Stochastic Optimal Control 1/2

21 Outubro 2024, 17:30 • Henrique Manuel Emídio Lourenço Guerreiro

Exercises 19.1, 19.5, 19.8. Sketch of 20.1 and 20.2.


Part 1/2

Incomplete Markets, Change of Numéraire 2/2

14 Outubro 2024, 19:15 • Henrique Manuel Emídio Lourenço Guerreiro

Exercises 15.1, 15.3 (for a univariate model), 15.4 and Additional exercises 8, 9 , 10, 11.

Part 2/2

Incomplete Markets, Change of Numéraire 1/2

14 Outubro 2024, 17:30 • Henrique Manuel Emídio Lourenço Guerreiro

Exercises 15.1, 15.3 (for a univariate model), 15.4 and Additional exercises 8, 9 , 10, 11.

Part 1/2

Dividends, forwards, futures and Currency derivatives 2/2

7 Outubro 2024, 19:15 • Henrique Manuel Emídio Lourenço Guerreiro

Exercises 17.1, 17.2, 17.3, 17.5. 29.1, 29.2, 29.3.