Sumários

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2 Outubro 2024, 15:00 João Janela

General definitions and assumptions for option pricing.


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30 Setembro 2024, 15:30 João Janela

Maximum principles and uniqueness of solution for the Heat equation.

Green functions for the diffusion problems in R and R_0^+.


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25 Setembro 2024, 15:00 João Janela

Solutions of the heat equation in bounded domains. The method of separation of variables.


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23 Setembro 2024, 15:30 João Janela

Ordinary differential equations. Picard's theorem. Equations with separable variables. Linear first order equations. Linear equations with constant coefficients.


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18 Setembro 2024, 15:00 João Janela

Optimization with constraints. The method of Lagrange multipliers.