Probability Theory and Stochastic Processes (1 º Sem 2019/2020)

MF (Mathematical Finance)

Faculty

JOÃO LOPES DIAS (Responsible)



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Exam consultation: 14/2 15h office 504 Math Dpt
A pauta pode ser consultada aqui

Brief Introduction

Program:
1- Measure theory
2- Lebesgue integral
3- Probability theory
4- Stochastic processes
It is recommended 6h/week of individual work