M2MO: Modélisation Aléatoire, Finance et Data Science

Master en statistique, probabilités et finance - Université Paris 7 - Paris Diderot

 
 
 
 
 
 
Courses
 
 

Machine Learning for finance

Imprimer
Lecturers:  J.D. Fermanian and H. Pham
Period:  
Term 3
ECTS: 6
Schedule:  3 hours per week

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Prediction and sequential investment

Imprimer
Lecturer: J.Y. Audibert (CFM)
Period: 
Term 3
ECTS: 3
Schedule 2 hours per week

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Point processes and applications in finance

Imprimer
Lecturer:  E. Löcherbach
Period:  
Term 3
ECTS: 3
Schedule: 3 hours per week

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Monte Carlo methods

Imprimer
Lecturer: J.F. Chassagneux
   
Period:
Term  2
ECTS: 6
Schedule: 3h30 of lectures/tutorials per week  

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PDE and numerical methods

Imprimer
Lecturers: Y. Achdou

O. Bokanowski
Period: Term 2
ECTS: 3
Schedule: 3 hours of lectures/Tutorials

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