Différences
Ci-dessous, les différences entre deux révisions de la page.
Les deux révisions précédentes Révision précédente Prochaine révision | Révision précédente | ||
en:ddefimafi2022 [2025/07/25 15:19] – [Bibliography] cpouet | en:ddefimafi2022 [2025/09/02 11:33] (Version actuelle) – [Brief description] cpouet | ||
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Ligne 11: | Ligne 11: | ||
* Language of instruction: | * Language of instruction: | ||
* Coordinator: | * Coordinator: | ||
- | * Instructor(s): | + | * Instructor(s): |
- | * //Last update | + | * //Last update |
==== Brief description ==== | ==== Brief description ==== | ||
Ligne 18: | Ligne 18: | ||
This course unit is divided into four parts: | This course unit is divided into four parts: | ||
- | * ** Stochastic calculus and introduction to the Black-Scholes model ** (24 hours) taught by tba. | + | * ** Stochastic calculus and introduction to the Black-Scholes model ** (24 hours) taught by David Thai. |
* ** Volatility models ** (24 hours) taught by Ismaïl Akil. | * ** Volatility models ** (24 hours) taught by Ismaïl Akil. | ||
* ** Interest rate models ** (24 hours) taught by Abderrahim Ben Jazia. | * ** 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 ==== | ==== Learning outcomes ==== |