| Lecturers | S. Crépey |
| Tutorials | M.C. Quenez and Z. Grbac |
| Périod | Terms 1 and 2 |
| Nombre de crédits: | 3+3 |
| Hourly Volume |
3 hours per week + tutorials |
Derivatives modeling
Financial products
| Lecturer: | B. Bruder (Lyxor) |
| Period: |
Terms 1-2 |
| ECTS: |
3 |
| Hourly Volume: | 2 hours per week |
Algorithmic trading
| Lecturer: | O. Guéant |
| Period: | Term 2 |
| ECTS: | 3 |
| Schedule: | 3 hours per week (at ENSAE) |
Advanced modeling in interest rate
| Lecturer: | Z. Grbac |
| Period: | Term 3 |
| ECTS: | 6 |
| Hourly Volume: | 3 hours per week |
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