Processos de Lévy e Aplicações
(1
º Sem
2018/2019)
MF (Mathematical Finance)
Lectures slides
Link
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Slides 1
(Levy_processes_1_p.pdf, 519KB)
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Slides 2
(Levy_processes_2_p.pdf, 127KB)
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Slides 3
(Levy_processes_3p.pdf, 173KB)
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Slides 4
(Levy_processes_4_p.pdf, 117KB)
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Slides 11 - Simulation
(Levy_processes_11_p.pdf, 189KB)
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Slides 5
(Levy_processes_5_p.pdf, 114KB)
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Slides 6
(Levy_processes_6_v2_p.pdf, 194KB)
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Slides 7
(Levy_processes_7_p.pdf, 108KB)
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Slides 9
(Levy_processes_9_p.pdf, 81KB)
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Slides 10
(Levy_processes_10_p.pdf, 90KB)
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Slides 14
(Levy_processes_14_p.pdf, 163KB)
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Slides 8
(Levy_processes_8_p.pdf, 116KB)
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