Processos de Lévy e Aplicações
(1
º Sem
2020/2021)
MF (Mathematical Finance)
Lectures slides
Link
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Slides 1
(Levy_processes_1.pdf, 616KB)
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Slides 2
(Levy_processes_2.pdf, 234KB)
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Slides 3
(Levy_processes_3.pdf, 244KB)
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Slides 4
(Levy_processes_4.pdf, 196KB)
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Slides 5
(Levy_processes_5.pdf, 169KB)
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Slides 6
(Levy_processes_6.pdf, 130KB)
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Slides 7
(Levy_processes_7.pdf, 182KB)
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Simulation of Lévy processes
(Levy_processes_11_p.pdf, 189KB)
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Slides 8
(Levy_processes_8.pdf, 134KB)
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Slides 10
(Levy_processes_10.pdf, 366KB)
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