Enseignants
Langue
d'enseignement
d'enseignement
Anglais
Autres infos
Ce cours est enseigné en anglais. Merci de consulter la version anglaise du descriptif.
Bibliographie
- Vrins, Derivatives Pricing, Cambridge University Press, 2025
- Hassler, Stochastic Processes and Calculus: an elementary introductions with applications, Springer 2016.
- Mikosh, Elementary Stochastic Calculus (with Finance in view), Wolrd Scientific, 1998.
- Joshi, Concepts and Practice of Mathematical Finance, Cambridge University Press, 2003.
- Shreve, Stochastic calculus for Finance I & II, Springer 2004.
Support de cours
- Slides, A memo, and a few extra files (samples of codes). All of which are available on Moodle.
- Official Companion Textbook : F. Vrins, Derivatives Pricing. Cambridge University Press, 2025. An electronic version is available.
Faculté ou entité
en charge
en charge
