5.0 credits
30.0 h + 22.5 h
1q
Teacher(s)
Devolder Pierre ;
Language
Français
Online resources
Content
- Intro : risk-free asset
- Part 1 : portfolio theory
- Part 2 : dynamic risk asset
- Part 3 : stochastic calculus
- Part 4 : continuous-time asset pricing
- Part 5 : optimal investment strategy
Bibliography
Capinski / Zastawniak : Mathematics for Finance (Springer, 2003)
Wiersena : Brownian Motion Calculus (Wiley, 2008)
Faculty or entity<
