Sumários
Presentation and discussion of team works. Discussion of exam problems.
27 Novembro 2024, 14:00 • João Guerra
Presentation and discussion of the team works about the models: CGMY and Stochastic volatility NIG-CIR model.
Presentation and discussion of team works
26 Novembro 2024, 09:30 • João Guerra
Presentation and discussion of the team works abouth the models: Variance-Gamma and Normal Inverse Gaussian.
Discussion of problems and exercises
25 Novembro 2024, 14:30 • João Guerra
Discussion of problems and exercises
Parameter estimation in Lévy market models. Exercises and Problems
20 Novembro 2024, 14:00 • João Guerra
Exercises
19 Novembro 2024, 09:30 • João Guerra
Discussion of exercises on complete/incomplete Lévy models and arbitrage-free Lévy models.