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 (2/3) + CPS (1/3)
Course language: French
- Teaching coordinator: Alfonsi Aurélien
- Teaching coordinator: Baradel Nicolas
- Teaching coordinator: Lehalle Charles-Albert
- Teaching coordinator: Pham Huyen
- Teaching coordinator: Rakotomalala Matthias
- Teaching coordinator: Sauldubois Nathan
- Teaching coordinator: Souilmi Saad