Mathématiques financières

  • Teaching

    Details

    Faculty Faculty of Science and Medicine
    Domain Mathematics
    Code UE-SMA.03312
    Languages French
    Type of lesson Lecture
    Level Bachelor
    Semester SA-2021

    Title

    French Mathématiques financières
    German Mathématiques financières
    English Mathematical methods in quantitative finance

    Schedules and rooms

    Summary schedule Wednesday 13:15 - 15:00, Hebdomadaire
    Struct. of the schedule 2h par semaine durant 14 semaines
    Contact's hours 28

    Teaching

    Responsibles
    Teachers
    Description Le cours abordera les thèmes centraux des mathématiques financières en utilisant la théorie des processus stochastiques et des techniques de calcul stochastique. On traitera en detail le modèle de Cox-Ross-Rubinstein, ainsi que le modèle de Black-Scholes.
    Training objectives Maitrise des techniques mathématiques et du calcul stochastique dans les modèles mathématiques de la finance.
    Comments Cours compte pour Mathématiques appliques
    Softskills
    No
    Off field
    No
    BeNeFri
    Yes
    Mobility
    Yes
    UniPop
    No
  • Dates and rooms
    Date Hour Type of lesson Place
    22.09.2021 13:15 - 15:00 Cours PER 21, Room G230
    29.09.2021 13:15 - 15:00 Cours PER 21, Room G230
    06.10.2021 13:15 - 15:00 Cours PER 21, Room G230
    13.10.2021 13:15 - 15:00 Cours PER 21, Room G230
    20.10.2021 13:15 - 15:00 Cours PER 21, Room G230
    27.10.2021 13:15 - 15:00 Cours PER 21, Room G230
    03.11.2021 13:15 - 15:00 Cours PER 21, Room G230
    10.11.2021 13:15 - 15:00 Cours PER 21, Room G230
    17.11.2021 13:15 - 15:00 Cours PER 21, Room G230
    24.11.2021 13:15 - 15:00 Cours PER 21, Room G230
    01.12.2021 13:15 - 15:00 Cours PER 21, Room G230
    15.12.2021 13:15 - 15:00 Cours PER 21, Room G230
    22.12.2021 13:15 - 15:00 Cours PER 21, Room G230
  • Assessments methods

    Oral exam - SA-2021, Session d'hiver 2022

    Assessments methods By rating
    Descriptions of Exams examen oral

    Oral exam - SP-2022, Session d'été 2022

    Assessments methods By rating
    Descriptions of Exams examen oral
  • Assignment
    Valid for the following curricula:
    Additional Courses in Sciences
    Version: ens_compl_sciences
    Paquet indépendant des branches > Advanced courses in Mathematics (Bachelor level)

    Additional Programme Requirements to the MSc in Computer Science [MA]
    Version: 2020_1/V_01
    Supplement to the MSc in Computer science > Advanced courses in Mathematics (Bachelor level)

    Additional Programme Requirements to the MSc in Computer Science [MA]
    Version: 2018_1/V_01
    Supplement to the MSc in Computer science > Advanced courses in Mathematics (Bachelor level)

    Additional Programme Requirements to the MSc in Mathematics [MA]
    Version: 2020_1/V_01
    Supplement to the MSc in Mathematics > Advanced courses in Mathematics (Bachelor level)

    Additional TDHSE programme in Mathematics
    Version: 2020_1/V_01
    Additional TDHSE Programme Requirements for Mathematics 60 or +30 > Programme 60 or +30 > Additional Programme Requirements to Mathematics +30 > Additional TDHSE programme for Mathematics +30 (from AS2018 on)
    Additional TDHSE Programme Requirements for Mathematics 60 or +30 > Programme 60 or +30 > Additional Programme Requirements to Mathematics 60 > Additional TDHSE programme for Mathematics 60 (from AS2018 on)

    Mathematics 120
    Version: 2020_1/V_01
    BSc in Mathematics, Major, 2nd-3rd year > Mathematics, Major, 2nd and 3rd years, elective courses (from AS2018 on)

    Mathematics +30 [MA] 30
    Version: 2020_1/V_01
    Minor in Mathematics +30 (MATH+30 for 90 ECTS) > Mathematics +30, Module C (from AS2020 on)

    Mathematics 30 for Mathematicians (MATH 30MA)
    Version: 2020_1/V_01
    Mathematics for mathematicians (MATH 30MA), minor 30 (from AS2020 on) > Mathematics, minor MATH 30MA, elective courses (from AS2018 on)

    Mathematics 30 for Physicists (MATH 30PH)
    Version: 2020_1/V_01
    Mathematics for physicists (MATH 30PH), minor 30 (from AS2020 on) > Mathematics, minor MATH 30PH, elective courses (from AS2018 on)

    Mathematics 60 (MATH 60)
    Version: 2020_1/V_01
    Mathematics (MATH 60), minor 60 (from AS2020 on) > Mathematics, minor MATH60, elective courses (from AS2018 on)

    Mathematics [3e cycle]
    Version: 2015_1/V_01
    Continuing education > Advanced courses in Mathematics (Bachelor level)

    Mathematics [POST-DOC]
    Version: 2015_1/V_01
    Continuing education > Advanced courses in Mathematics (Bachelor level)

    Pre-Master-Programme to the MSc in Mathematics [PRE-MA]
    Version: 2020_1/V_01
    Prerequisite to the MSc in Mathematics > Advanced courses in Mathematics (Bachelor level)