Derivative Pricing + stochastic calculs I

Ects : 3
Compétence à acquérir :
Deep understanding of probability theory and continuous time processes, allowing for a rigorous understanding of the standard dynamic stock models

Description du contenu de l'enseignement :
Basics of probability theory and continuous time processes, stochastic calculus tools, complete tudy of Black Scholes model and uses
To present the basics of probability theory and continuous time processes, allowing for a rigorous understanding of the standard dynamic stock models.