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 |
Nonlinear methods in Finance
Lecturer: | M.C. Quenez |
Period: | Term 2 |
ECTS: | 3 |
Schedule: | 3 hours per week |
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