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 prices
Balck-Scholes Formula - Hedging Portfolio
Cahnge of numeraire - Exchange options - Quanto Options
Finance and applied mathematics courses of Ensimag 2nd Year program.
The course exists in the following branches:
Course ID : WMMF9M13
The course is attached to the following structures:
You can find this course among all other courses.
Hull, J. "Options, futures et autres dérivés"n Pearson Ed.
Date of update March 10, 2020