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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.
Financial 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%)
The course exists in the following branches:
Course ID : 5MMPEPS4Course language(s):
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C. Sengupta "Financial modeling using C++", Wiley FinanceU. Cherubini, G. Della Lunga "Structerd Finance", Wiley Finance
Date of update January 15, 2017