The course is structured in the form of between stochastic calculus and continuous-time modeling of financial markets.
This course accepts a maximum of 100 students
Required level: probabilities course or statistics course in Year-2, in addition of the course from the "Random" common core: Mandatory to be registered.
Evaluation modalities: Written exam
Course language: French
- Teaching coordinator: Alfonsi Aurélien
- Teaching coordinator: Djete Mao Fabrice
- Teaching coordinator: Mazari Aldjia
- Teaching coordinator: Pacreau Grégoire
- Teaching coordinator: Rakotomalala Matthias
- Teaching coordinator: Sauldubois Nathan