Mathématiques financières

  • Teaching

    Details

    Faculty Faculty of Science and Medicine
    Domain Mathematics
    Code UE-SMA.04312
    Languages French
    Type of lesson Lecture
    Level Master
    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 (Autumn semester)
    Struct. of the schedule 2h par semaine durant 14 semaines
    Contact's hours
    		28

    Teaching

    Responsibles
    • Mazza Christian
    Teachers
    • Mazza Christian
    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 appliquées
    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
  • Assignment
    Valid for the following curricula:
    Additional Courses in Sciences
    Version: ens_compl_sciences
    Paquet indépendant des branches > Specialized courses in Mathematics (Master level)
    Additional programme requirements for PhD studies [PRE-DOC]
    Version: 2020_1/v_01
    Additional programme requirements for PhD studies (Faculty of Science and Medicine) > Specialized courses in Mathematics (Master level)
    MSc in Mathematics [MA] 90
    Version: 2022_1/V_01
    MSc in Mathematics, lectures and seminars (from AS2020 on) > MSc-MA, lectures (from AS2018 on)
    Mathematics [3e cycle]
    Version: 2015_1/V_01
    Continuing education > Specialized courses in Mathematics (Master level)
    Mathematics [POST-DOC]
    Version: 2015_1/V_01
    Continuing education > Specialized courses in Mathematics (Master level)