TP19

9 Abril 2026, 11:00 • Nuno Miguel Brites

Study of the Black-Scholes model: solution, probabilistic and statistical properties. Exercises.

---

TP18

7 Abril 2026, 11:30 • Nuno Miguel Brites

Stratonovich calculus. Conversion from Itô to Stratonovich SDEs and vice versa. Exercises. A brief reference to the theorem of existence and uniqueness for SDEs.

---

TP17

26 Março 2026, 11:00 • Nuno Miguel Brites

This lecture will be delivered on a date to be agreed with the students.

---

TP16

24 Março 2026, 11:30 • Nuno Miguel Brites

Exercises.

---

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.

---