Processos de Lévy e Aplicações (1 º Sem 2019/2020)

MF (Mathematical Finance)

Dezembro de 2019

Publicar Publicado em 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

Canal: Processos de Lévy e Aplicações -

Publicar Publicado em 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

Canal: Processos de Lévy e Aplicações - Autor: JOÃO MIGUEL ESPIGUINHA GUERRA -