5 credits
30.0 h
Q2
Teacher(s)
Hainaut Donatien;
Language
French
Bibliography
Les transparents disponibles via icampus se basent principalement sur
' Options, futures and other derivatives. J.C. Hull (Pearson).
' Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit. Brigo D. Mercurio F. (Springer).
' Stochastic calculus for finance (vol 1 ,2) Shreve S ( Springer)
' Martingales Methods in Financial Modelling. Musiela M. Rutkowski M. (Springer)
' Introduction to Stochastic calculus applied to finance. Lamberton D. Lapeyre B. (Chapman&Hall)
' Options, futures and other derivatives. J.C. Hull (Pearson).
' Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit. Brigo D. Mercurio F. (Springer).
' Stochastic calculus for finance (vol 1 ,2) Shreve S ( Springer)
' Martingales Methods in Financial Modelling. Musiela M. Rutkowski M. (Springer)
' Introduction to Stochastic calculus applied to finance. Lamberton D. Lapeyre B. (Chapman&Hall)
Faculty or entity
LSBA
