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 + 22.5 h
Q1
Teacher(s)
Devolder Pierre;
Language
French
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
Online resources
Bibliography
Capinski / Zastawniak : Mathematics for Finance (Springer, 2003)
Wiersena : Brownian Motion Calculus (Wiley, 2008)
Wiersena : Brownian Motion Calculus (Wiley, 2008)
Faculty or entity
MAP
