Concept
Mathématiques financières
Cours associés (27)
MATH-470: Martingales in financial mathematics
The aim of the course is to apply the theory of martingales in the context of mathematical finance. The course provides a detailed study of the mathematical ideas that are used in modern financial mat
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-503: Advanced derivatives
The course covers a wide range of advanced topics in derivatives pricing
FIN-423: Financial machine learning projects
The objective of this course is to acquire experience in financial machine learning by solving real-world problems. Different groups of students will work on different industry projects during the sem
FIN-416: Interest rate and credit risk models
This course gives an introduction to the modeling of interest rates and credit risk. Such models are used for the valuation of interest rate securities with and without credit risk, the management and
FIN-615: Dynamic Asset Pricing
This course provides an advanced introduction to the methods and results of continuous time asset pricing
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
MGT-602: Mathematical models in supply chain management
Over the past decade, supply chain management has drawn enormous attention by industry and academia alike. Given an increasingly global economy, pronounced trends towards outsourcing and advances in i
MATH-431: Theory of stochastic calculus
Introduction to the mathematical theory of stochastic calculus: construction of stochastic Ito integral, proof of Ito formula, introduction to stochastic differential equations, Girsanov theorem and F
FIN-401: Introduction to finance
The course provides a market-oriented framework for analyzing the major financial decisions made by firms. It provides an introduction to valuation techniques, investment decisions, asset valuation, f