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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