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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.
Terms: This course is not scheduled for the 2016-2017 academic year.
Instructors: There are no professors associated with this course for the 2016-2017 academic year.