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Conception and implementation of a management tool for a commercial structured product. This tool must price and hedge the structured producted.
Contact Ollivier TARAMASCOFinancial analysis of the structured product,
Software architecture,
Beta version, with the simplest pricing models
Improved Beta version
All mathematics, computer science and finance courses !
practical project (100%)
N1=P
pas de rattrapage
C. Sengupta "Financial modeling using C++", Wiley Finance
U. Cherubini, G. Della Lunga "Structerd Finance", Wiley Finance