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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.Contact Ollivier TARAMASCO
Binomial model - risk neutral probability - Arrox-Debreu's prices
Balck-Scholes Formula - Hedging Portfolio
Cahnge of numeraire - Exchange options - Quanto Options
Finance and applied mathematics courses of Ensimag 2nd Year program.
Hull, J. "Options, futures et autres dérivés"n Pearson Ed.