Scholarship 18/06603-2 - Equações diferenciais estocásticas, Derivativos

Grant number:	18/06603-2
Support Opportunities:	Scholarships in Brazil - Scientific Initiation
Effective date (Start):	June 01, 2018
Effective date (End):	May 31, 2019
Field of knowledge:	Physical Sciences and Mathematics - Probability and Statistics - Applied Probability and Statistics

Principal Investigator:	Luiz Koodi Hotta
Grantee:	Felipe Bueno Moret

Host Institution:	Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil

Associated research grant:	13/00506-1 - Time series, wavelets and functional data analysis, AP.TEM


Abstract The first aim of the project is to familiarize the student with the use of stochastic differential equation and their applications in derivative pricing. The second objective is to study the use of simulation for pricing options. In addition, initially the student should familiarize himself with the financial market and the main types of transactions that occur in it, with special attention to derivatives and options.

News published in Agência FAPESP Newsletter about the scholarship:
TITULO

Articles published in other media outlets (0 total):
More items Less items
VEICULO: TITULO (DATA)
VEICULO: TITULO (DATA)

Please report errors in scientific publications list by writing to: .