Différences

Ci-dessous, les différences entre deux révisions de la page.

--- en:ddefimafi2022 [2024/06/28 15:18] – modification externe 127.0.0.1
+++ en:ddefimafi2022 [2025/09/02 11:33] (Version actuelle) – [Brief description] cpouet
@@ Ligne 4: / Ligne 4: @@
   * Title in French: Mathématiques financières
   * Course code: tba
-  * ECTS credits: 8
+  * ECTS credits: 4
   * Type: specialized course
   * Semester 10 (Spring)
@@ Ligne 11: / Ligne 11: @@
   * Language of instruction: English
   * Coordinator: tba
-  * Instructor(s): Sébastien Darses (AMU), Ismaïl Akil (Bank of America Merrill Lynch), Abderrahim Ben Jazia (RSM Paris)
+  * Instructor(s): Ismaïl Akil (Millenium), Abderrahim Ben Jazia (Meta Modelling), David Thai (position in  a Hedge Fund), Sitraka Forler (Post Luxembourg), Lirone Samoun (smartpush)
-  * //Last update 04/07/2022 by C. Pouet//
+  * //Last update 02/09/2025 by C. Pouet//
 ==== Brief description ====
@@ Ligne 18: / Ligne 18: @@
 This course unit is divided into four parts:
-  * ** Stochastic calculus and introduction to the Black-Scholes model ** (24 hours) taught by Sébastien Darses.
+  * ** Stochastic calculus and introduction to the Black-Scholes model ** (24 hours) taught by David Thai.
   * ** Volatility models ** (24 hours) taught by Ismaïl Akil.
   * ** Interest rate models ** (24 hours) taught by Abderrahim Ben Jazia.
-  * ** Data Project: modeling and validation ** (20 hours) taught by tba.
+  * ** Data Project: modeling and validation ** (20 hours) taught by Sitraka Forler and Lirone Samoun.
 ==== Learning outcomes ====
@@ Ligne 66: / Ligne 66: @@
 ==== Bibliography ====
-You can check the availability of the books below at [[https://documentation.centrale-marseille.fr/|Centrale Méditerranée library]].
+You can check the availability of the books below at [[https://www.centrale-mediterranee.fr/fr/centredoc|Centrale Méditerranée library]].
  - Stochastic calculus
     * Evans, L. (2010). An Introduction to Stochastic Differential Equation. American Mathematical Society.