Sumários

Holiday

1 Dezembro 2021, 12:30 • Telmo Peixe

Holiday.

Lecture 20

25 Novembro 2021, 12:30 • Telmo Peixe

  1. Martingales: introduction.
  2. Presentation of the group work on applications of conditional expectation to Mathematical Finance (chap. 7).

Lecture 19

24 Novembro 2021, 12:30 • Telmo Peixe

Markov chains: stationary distributions and limit distributions. Definitions, properties, and resolution of exercises.

Lecture 18

18 Novembro 2021, 12:30 • Telmo Peixe

Markov chains: decomposition of chains. Definitions, properties, and resolution of exercises.

Lecture 17

17 Novembro 2021, 12:30 • Telmo Peixe

  1. Markov chains: recurrence and classification of states. Definitions, properties, and resolution of exercises.
  2. Presentation of the group work on applications of independence to Mathematical Finance (chap. 6).