Derivatives Pricing & Stochastic Calculus II

Ects : 6
Compétence à acquérir :
Master the theory of derivative asset pricing

Description du contenu de l'enseignement :
Theory of asset pricing, Ito framework, markovian models, constantvolatility models, local and stochastic volatility models
To present the theory of derivative asset pricing as well as the main models and techniques used in practice.