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Course

FIN-415: Probability and stochastic calculus

Summary

This course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applications in finance, for example for option pricing, risk management and optimal portfolio choice.

Lectures

Instructor

Elena Perazzi

Official source

https://edu.epfl.ch/coursebook/en/probability-and-stochastic-calculus-FIN-415

Moodle Page

http://go.epfl.ch/FIN-415

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