Lesson1

11 Setembro 2018, 09:30 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ

Stochastic Calculus Recap

Ex 4.1 4.3 4.8

Ex 5.8 5.9

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Lesson 7

8 Setembro 2018, 09:30 • JOSÉ MANUEL TEIXEIRA SANTOS CRUZ

Currency Derivatives and Stochastic Optimal Control

Ex 17.1

Ex 17.2

Exam Exercise 

Derivation of HJB

Ex 19.6

 

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