Vue d'ensemble
Finance : The course covers topics in derivative pricing and financial risk management. Examples include volatility and correlation models, extreme value distributions, Monte Carlo simulation, option pricing under GARCH and stochastic volatility, option risk management using delta, gamma and full valuation, and risk model backtesting.
Trimestres : Ce cours n鈥檈st pas au programme de l鈥檃nn茅e universitaire 2015-2016.
Charg茅s de cours : Aucun professeur n鈥檈st associ茅 脿 ce cours pour l鈥檃nn茅e universitaire 2015-2016.