Lévy processes and applications (1 º Sem 2019/2020)

MF (Mathematical Finance)

Publicar Published on 07-02-2020

Publicação de Notas

Dear students, the marks of the February 4 Exam (Época de Recurso) are now on the webpage and also the final marks (considering the final exam and the team work - note that if the Exam mark is less than 8 then the final mark will be the Exam mark only). If you want to see your exam, you can go to my office (Office 509, 5ht floor) on February 10, at 16:00. Best regards, João Guerra
A pauta pode ser consultada aqui

Board: Processos de Lévy e Aplicações -

Publicar Published on 07-02-2020

Publicação de Notas

Dear students, the marks of the February 4 Exam (Época de Recurso) are now on the webpage and also the final marks (considering the final exam and the team work - note that if the Exam mark is less than 8 then the final mark will be the Exam mark only). If you want to see your exam, you can go to my office (Office 509, 5ht floor) on February 10, at 16:00. Best regards, João Guerra
A pauta pode ser consultada aqui

Board: Processos de Lévy e Aplicações -

Publicar Published on 17-01-2020

Publicação de Notas

Dear students, the marks of the January 7 Exam are now on the webpage and also the final marks (considering the final exam and the team work). If you want to see your exam, you can go to my office (Office 509, 5ht floor) on January 20, at 10:30. Best regards, João Guerra
A pauta pode ser consultada aqui

Board: Processos de Lévy e Aplicações -

Publicar Published on 17-01-2020

Publicação de Notas

Dear students, the marks of the January 7 Exam are now on the webpage. If you want to see your exam, you can go to my office (Office 509, 5ht floor) on January 20, at 10:30. Best regards, João Guerra
A pauta pode ser consultada aqui

Board: Processos de Lévy e Aplicações -

Publicar Published on 18-12-2019

Publicação de Notas

Dear students, the marks obtained in the Team project are now online in the webpage. I also sent the marks to each group by e-mail with some specific comments about the reports. If you want to talk about these comments or the mark with more detail, send me an e-mail in order to schedule a meeting. Best regards and Merry Christmas, João Guerra
A pauta pode ser consultada aqui

Board: Processos de Lévy e Aplicações -

Publicar Published on 09-12-2019

Delivery of the report on the Team Project today - December 9, by e-mail

Dear Students, 

The final date for delivery (by e-mail) of the report on the team project is today (December 9). Please send me the report by email until 23:59 of today. 

Next thursday (in class) you should also give me a paper printed copy of the report. 

About the presentations of the reports in class, the schedule is as follows: 

Thursday, December 12 (14:00-16:00)

1) Project on the Variance-Gamma model

2) Project on the CGMY model

3) Projecto on Stochastic Volatility models

 

Friday, December 13 (10:00-12:30)

4) Project on the Meixner model

5) Project on the Normal Inverse Gaussian (NIG) model

 

You should present your reports in 20 minutes, and then there will be a period for questions of 10-15 minutes. 

Best regards, 

 

Joao Guerra

Board: Processos de Lévy e Aplicações - Author: JOÃO MIGUEL ESPIGUINHA GUERRA -

2019 Oct. (1), Dec. (2)

2020 Jan. (2), Feb. (2)