Monte Carlo Simulations in finance - MathLab

Compétence à acquérir :
Mastering the Matlab software; being able to write a simple program in Matlab, to run optimization procedures, and to manipulate financial data

Description du contenu de l'enseignement :
Introduction to the Maltlab langage and the most important toolboxes for financial applications
Use the MathLab software and langage for the valuation of the most important derivative instruments, for portfolio optimization and for numerical simulations