Kolev, Nikolai.

Statistics in Finance. Cointegrating Jumps and Applications to Financial Markets/ Nikolai Kolev. No-Arbitrage Choquet Pricing with an Application to the Irrational Exercise Problem/ Umberto Cherubini. Marking to market credit derivatives on simultaneous credit events/ Sabrina Mulinacci. - Rio de Janeiro: IMPA, 2016. - video online

Short Courses (2nd @ 00:34:00; 3rd @ 01:13:25).


Matematica.

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