Using Jupyter notebook

1. Simulate a compound Poisson process (Ct)osts30 (see Lecture 4) with parameter 1 = 1/2 on the time interval [0, 30] where the jumps Y, Y2, ... are given as random variables Yi = rez (i = 1, 2, ...) with Z1, Z2, ... i.i.d. normally distributed random variables with mean 0 and variance 1 (also independent of the underlying Poisson process (N.)ost