Nota : Ceci est la version 2019鈥�2020 de l'annuaire 茅lectronique. Veuillez mettre 脿 jour l'ann茅e dans la barre d'adresse de votre navigateur pour une version plus r茅cente de cette page, ou .
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 2019-2020 academic year.
Instructors: There are no professors associated with this course for the 2019-2020 academic year.
