Note from June 29, 2020
Although we do not yet know how long the social distancing related to the Covid-19 pandemic will last, and regardless of the changes that had to be made in the evaluation of the June 2020 session in relation to what is provided for in this learning unit description, new learnig unit evaluation methods may still be adopted by the teachers; details of these methods have been - or will be - communicated to the students by the teachers, as soon as possible.
Although we do not yet know how long the social distancing related to the Covid-19 pandemic will last, and regardless of the changes that had to be made in the evaluation of the June 2020 session in relation to what is provided for in this learning unit description, new learnig unit evaluation methods may still be adopted by the teachers; details of these methods have been - or will be - communicated to the students by the teachers, as soon as possible.
5 credits
30.0 h
Q2
Teacher(s)
Hainaut Donatien;
Language
French
Bibliography
Les transparents disponibles via moodle 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)
Teaching materials
- transparents sur moodle
Faculty or entity
LSBA
