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The objetive of this course is to present the tools and technics used to price financial instruments. In this course we focus on economic and financial reasoning.
Binomial model - risk neutral probability - Arrox-Debreu's pricesIto FormulaBalck-Scholes Formula - Hedging PortfolioCahnge of numeraire - Exchange options - Quanto OptionsBarrier Options
Finance and applied mathematics courses of Ensimag 2nd Year program.
Hull, J. "Options, futures et autres dérivés"n Pearson Ed.
Date of update January 15, 2017