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
- Profesor: Alfonsi Aurélien
- Profesor: Baradel Nicolas
- Profesor: Djete Mao Fabrice
- Profesor: Mazari Aldjia
- Profesor: Pacreau Grégoire
- Profesor: Rakotomalala Matthias
- Profesor: Sauldubois Nathan