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Concept

Brownian model of financial markets

Cours associés (4)

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This course provides an advanced introduction to the methods and results of continuous time asset pricing ...

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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. ...

FIN-607: Empirical Asset Pricing

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. ...

FIN-472: Computational finance

Participants of this course will master computational techniques frequently used in mathematical finance applications. Emphasis will be put on the implementation and practical aspects. ...