Hedging financial derivatives with multiple payement dates - 5MMPCMF

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Number of hours
- Lectures : -
- Tutorials : -
- Laboratory works : 27.0
- Projects : -
- Internship : -
- Written tests : -
ECTS : 3.0
Officials : Mnacho ECHENIM, Jerome LELONG

Goals

Designing and implementing a tool to hedge financial derivatives with several dates of payment.

You will have the transpose a true calendar into a purely mathematical world.

Content

The C++ tool developed in this project will be based on the project "hedging financial derivatives".

Tests

Project assessment

Validation par projet.
N1 = P1
N2 = P2

Calendar

The course exists in the following branches:

Curriculum - Financial Engineering - Semester 9

see the course schedule for 2022-2023

Additional Information

Course ID : 5MMPCMF
Course language(s):

You can find this course among all other courses.

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Date of update September 21, 2022

École nationale supérieure d'informatique et de mathématiques appliquées
681, rue de la passerelle - Domaine universitaire - BP 72
38402 SAINT MARTIN D'HERES

Hedging financial derivatives with multiple payement dates - 5MMPCMF

Number of hours

Goals