| Lecturer: | H. Pham |
| Period: | Term 2 |
| ECTS | 6 |
| Schedule: | 3h per week + tutorials |
Algorithmic trading
| Lecturer: | O. Guéant |
| Period: | Term 3 |
| 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 |
Deep XVA analysis
|
Lecturer: Parctical implmentation |
S. Crépey B. Saadeddine (CACIB) |
| Period: | Term 3 |
| ECTS: | 3 |
| Hourly volume: | 3 hours per week |
Quantitative assets management
| Lecturer: | B. Bruder |
| Period: |
Term 3 |
| ECTS: |
3 |
| Schedule: | 2 hours per week |
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