Goals

This course introduces the probabilistic and stochastic methods used in the continuous-time modelling of financial markets. It covers option theory, hedging and option pricing problems, interest rate modelling and applications to interest rate derivatives. The course is designed to provide a solid foundation in quantitative financial modelling and its real-world applications.

Programme

https://offre-de-formations.univ-lyon1.fr/ue-24926/mathematiques-financieres.html

Course
18h
 
TC
12h
 

Responsibles

  • Elisabeth MIRONESCU

Language

French