Slides da apresentação (Presentation)
Códigos R (arquivo txt) (R Codes txt file)
Papers:
Fisher Black: the mathmatics of uncertainty
The work of Kyosi Itô
A short history of stochastic integration
The pricing of options and corporate liabilities
Theory of rational option pricing
A closed-form solution for options with stochastic volatility with applications to bond and currency
Pacotes do R usados (R packages used): fOptions, fImport, quantmod
Obrigada! Material e curso excelentes!
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