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The objective of this course is to allow students apprehend sophisticated financial instruments traded on financial markets, how these instruments are employed and how they can be priced.
Contact Sonia JIMENEZ (ÉP. BURLACU)The following notions will be developed: Exotic options, interest rate products, credit derivatives, volatility, volatility surface.
Continuous test
N1=CC
N2=E
où
N1 = Note session normale
N2 = Note session de rattrapage
CC = Contrôle continu
E = examen oral (session de rattrapage)
« Options, futures et autres actifs dérivées », J. Hull, Pearson
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