Sumários

Session 18

15 Novembro 2022, 10:30 • Nuno Miguel Brites

Conclusion of Chapter 2. Arbitrage free policy: motivation with an example.

Session 17

10 Novembro 2022, 10:00 • Nuno Miguel Brites

Computational Simulation: Descriptive statistics, Probability distributions, Law of large numbers and central limit theorem, Markov chain simulation, exercises .

Lecture notes: from page 45 to page 66.

Session 16

8 Novembro 2022, 10:30 • Nuno Miguel Brites

Exercises.

Session 15

3 Novembro 2022, 10:00 • Nuno Miguel Brites

• Packages

• Control statements

• Vectorized operations

• Reading and writing data

• Exercises

Lecture notes: from page 36 to page 44.

Session 14

27 Outubro 2022, 10:00 • Nuno Miguel Brites

Operations with vectors. Matrices, data frames, and lists. Functions.

Lecture notes: from page 21 to page 36.