This course provides an overview of derivatives from a stochastic modeling and risk management perspective. The markets considered range from traditional markets (stocks/equity indices, foreign exchange) to the new crypto-markets (digital assets, blockchain, decentralized exchanges, automated market makers, etc). Speakers from the industry will share their experience on the markets by giving a few presentations.
This course provides an overview of derivatives from a stochastic modeling and risk management perspective. The markets considered range from traditional markets (stocks/equity indices, foreign exchange) to the new crypto-markets (digital assets, blockchain, decentralized exchanges, automated market makers, etc). Speakers from the industry will share their experience on the markets by giving a few presentations.
- Teaching coordinator: El Karoui Nicole
- Teaching coordinator: Gobet Emmanuel