Monte-Carlo methods and their applications to the pricing and hedging of financial derivatives
E1 = examen écrit
E2 = examen écrit (session de rattrapage)
The course exists in the following branches:
Course ID : WMMF9M12
The course is attached to the following structures:
You can find this course among all other courses.
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