This class is designed to give you an understanding of the basics of empirical asset pricing. This means that we will learn how to test asset pricing models and apply them mostly to stock markets. We will see which theories fare well and which ones do not. ...
This course provides a detailed presentation of the standard models for the valuation and hedging of derivatives products such as European options, American options, forward contracts, futures contract and exotic options. ...
This course presents different types and mechanisms of electricity markets. It addresses in particular their impacts on power/distribution systems operation and consequently the appropriate strategies capable to ensure a secure and reliable functioning. ...