TP16

24 Março 2026, 11:30 • Nuno Miguel Brites

Exercises.

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TP15

19 Março 2026, 11:00 • Nuno Miguel Brites

Recap of stochastic integrals, Itô’s theorem, and Itô’s formula. Stochastic differential equations. Black–Scholes model solved by applying Itô’s theorem in three ways: differential form, integral form, and Taylor expansion form.

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TP14

17 Março 2026, 11:30 • Nuno Miguel Brites

Diffusion processes: BKE and FKE (conclusion). Exercises.

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TP13

12 Março 2026, 11:00 • Nuno Miguel Brites

Diffusion processes: BKE and FKE. Exercises.

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TP12

10 Março 2026, 11:30 • Nuno Miguel Brites

Review of the Wiener process and its properties. Exercises. Diffusion processes. Exercises.

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