Concept
Brownian model of financial markets
Cours associés (4)
FIN-615: Dynamic Asset Pricing
This course provides an advanced introduction to the methods and results of continuous time asset pricing
FIN-404: Derivatives
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 contrac
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
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.