Financial mathematics

linma2725  2021-2022  Louvain-la-Neuve

Financial mathematics
5.00 credits
30.0 h + 22.5 h
Q1
Teacher(s)
Language
French
Content
  • Intro : risk-free asset
  • Part 1 : portfolio theory
  • Part 2 : dynamic risk asset
  • Part 3 : stochastic calculus
  • Part 4 : continuous-time asset pricing
  • Part 5 : optimal investment strategy
Bibliography
Capinski / Zastawniak : Mathematics for Finance (Springer, 2003)
Wiersena : Brownian Motion Calculus (Wiley, 2008)
Faculty or entity


Programmes / formations proposant cette unité d'enseignement (UE)

Title of the programme
Sigle
Credits
Prerequisites
Learning outcomes
Master [120] in Statistics: General

Master [120] in Mathematics

Master [120] in Actuarial Science

Master [120] in Mathematical Engineering