TP24

28 Abril 2026, 11:30 • Nuno Miguel Brites

Girsanov´s theorem. Exercises.

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TP23

23 Abril 2026, 11:00 • Nuno Miguel Brites

Numerical schemes for SDEs. Exercises.

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TP22

21 Abril 2026, 11:30 • Nuno Miguel Brites

Feynman-Kac formula. Exercises.

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TP21

16 Abril 2026, 11:00 • Nuno Miguel Brites

Dynkin's formula. Exercises.

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TP20

14 Abril 2026, 11:30 • Nuno Miguel Brites

Study of the Black-Scholes model: ML estimation.

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