Modelos em Finanças (1 º Sem 2017/2018)

Problems and Exercises Link

Ficheiros

Exercises (Exercises_MIF.pdf, 325KB)
Problems 1 (Problems1.pdf, 83KB)
Solutions to Problems 1 (Solutions_Problems1.pdf, 40KB)
Problems 2 (Problems2.pdf, 34KB)
Solutions to problems 2 (Soultions_Problems2.pdf, 43KB)
Problems 3 (Problems3.pdf, 22KB)
Selected Examination problems from CT8 - last version - including problems on term structure models and credit risk models (CT8_examination_problems_CT82005-2011_V3.pdf, 32KB)