Smooth manifolds constitute a certain class of topological spaces which locally look like some Euclidean space R^n and on which one can do calculus. We introduce the key concepts of this subject, such as vector fields, differential forms, etc. ...
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 mana ...
Le but du cours de physique générale est de donner à l'étudiant les notions de base nécessaires à la compréhension des phénomènes physiques. L'objectif est atteint lorsque l'étudiant est capable de prévoir quantitativement les conséquences de ces phénomène ...
The course provides provides an introduction to valuation techniques, investment decisions, asset valuation and portfolio choice, financing decisions, derivatives pricing, and sustainable finance. ...
The course studies the fundamental concepts of complex analysis and Laplace analysis with a view to their use to solve multidisciplinary scientific engineering problems. ...
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 will cover mathematical concepts and efficient numerical methods for geometric computing. We will explore the beauty of geometry and develop algorithms to simulate and optimize 2D and 3D geometric models with an emphasis towards computational d ...
We develop, analyze and implement numerical algorithms to solve optimization problems of the form min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemannian geometry (with a focus dictated by computational con ...