Cahp. 7 (cont.)

15 Dezembro 2010, 08:00 • Onofre Simões

Simulation techniques

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Chap. 7 (cont.)

13 Dezembro 2010, 10:00 • Onofre Simões

Log-normally distributed yields

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Chap. 7 (cont.)

6 Dezembro 2010, 10:00 • Onofre Simões

7.2.3         Log-normal distribution of yields  

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Cap. 7 - STOCHASTIC INTEREST RATE MODELS

29 Novembro 2010, 10:00 • Onofre Simões

7       STOCHASTIC INTEREST RATE MODELS

7.1    Introduction.

7.2    Probability distribution and moments of the accumulated amount of a series of annual investments

        7 .2.1          Independent annual rates of return (discrete or continuous random variables)

7.2.2          Dependent annual rates of return (discrete or continuous random variables)

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Chap. 6 (cont.)

24 Novembro 2010, 08:00 • Onofre Simões

6.4      Options

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