Due to the COVID-19 crisis, the information below is subject to change,
in particular that concerning the teaching mode (presential, distance or in a comodal or hybrid format).
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
