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. ...
Discrete mathematics is a discipline with applications to almost all areas of study. It provides a set of indispensable tools to computer science in particular. This course reviews (familiar) topics as diverse as mathematical reasoning, combinatorics, disc ...
The course is about the derivation, theoretical analysis and implementation of the finite element method for the numerical approximation of partial differential equations in one and two space dimensions. ...
This course provides practical experience in the numerical simulation of fluid flows. Numerical methods are presented in the framework of the finite volume method. A simple solver is developed with Matlab, and a commercial software is used for more complex ...
Le cours étudie les concepts fondamentaux de l'analyse vectorielle et l'analyse de Fourier en vue de leur utilisation pour
résoudre des problèmes pluridisciplinaires d'ingénierie scientifique. ...