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Processos de Lévy e Aplicações
1 Semestre 2017/2018
pt
en
Group assignments
Anexos
Group assignment information (read this first)
Paper - Variance Gamma
Paper - CGMY
Paper - Meixner process
Paper - Stochastic volatility for Lévy processes
Paper - processes with bilateral gamma distributions
Paper - processes of normal inverse Gaussian type
Paper - Generalized hyperbolic model
Página Inicial
Avaliação
Bibliografia
Horário
Métodos de Ensino e Avaliações
Objectivos
Planeamento
Programa
Turnos
Anúncios
Sumários
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Método de Avaliação Detalhado
Bibliografia Detalhada
Programme, bibliography and assessment
Group assignments
File with evaluation form of students by their fellow students (in the same group)
Exam papers from previous semesters
Solutions of the exam paper of January 17, 2014
Lectures slides
Exercises
Lecture Notes