Number of hours
- Lectures 18.0
ECTS
ECTS 1.87
Goal(s)
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)Content(s)
The following notions will be developed: Exotic options, interest rate products, credit derivatives, volatility, volatility surface.
Prerequisites
Test
N1=CC
N2=E
où
CC = Contrôle continu
E = examen oral (session de rattrapage)
Bibliography
« Options, futures et autres actifs dérivées », J. Hull, Pearson