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Monte-Carlo methods and their applications to the pricing and hedging of financial derivatives
E1 = examen écritE2 = examen écrit (session de rattrapage)
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Course ID : WMMF9M12Course language(s):
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P. Jackel, Monte Carlo methods in finance, Wiley (2002).P. Glasserman, Monte Carlo methods in financial engineering, Springer (2003).
Date of update March 10, 2020