STOCHASTIC FINANCE

lactu2170  2022-2023  Louvain-la-Neuve

STOCHASTIC FINANCE
5.00 credits
30.0 h
Q2
Teacher(s)
Language
French
Bibliography
Les transparents disponibles via moodle se basent principalement sur
Options, futures and other derivatives. J.C. Hull (Pearson).
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit. Brigo D. Mercurio F. (Springer).
Stochastic calculus for finance (vol 1 ,2) Shreve S ( Springer)
Martingales Methods in Financial Modelling. Musiela M. Rutkowski M. (Springer)
Introduction to Stochastic calculus applied to finance. Lamberton D. Lapeyre B. (Chapman&Hall)
Teaching materials
  • transparents sur moodle
Faculty or entity


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

Title of the programme
Sigle
Credits
Prerequisites
Learning outcomes
Master [120] in Mathematics

Master [120] in Actuarial Science

Master [120] in Mathematical Engineering

Master [120] in Data Science Engineering

Master [120] in Data Science: Information Technology