en:ddefimafi2022

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en:ddefimafi2022 [2022/05/05 14:40] – créée cpoueten:ddefimafi2022 [2022/07/04 15:30] (Version actuelle) – [Brief description] cpouet
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   * Language of instruction: English   * Language of instruction: English
   * Coordinator: tba   * Coordinator: tba
-  * Instructor(s): Sébastien Darses (AMU), Ismaïl Akil (tba), Abderrahim Ben Jazia (RSM Paris) +  * Instructor(s): Sébastien Darses (AMU), Ismaïl Akil (Bank of America Merrill Lynch), Abderrahim Ben Jazia (RSM Paris) 
-  * //Last update 05/05/2022 by C. Pouet//+  * //Last update 04/07/2022 by C. Pouet//
  
 ==== Brief description ==== ==== Brief description ====
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 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 ** (tba hours) taught by Sébastien Darses. +  * ** Stochastic calculus and introduction to the Black-Scholes model ** (24 hours) taught by Sébastien Darses. 
-  * ** Volatility models ** (tba hours) taught by Ismaïl Akil. +  * ** Volatility models ** (24 hours) taught by Ismaïl Akil. 
-  * ** Interest rate models ** (tba hours) taught by Abderrahim Ben Jazia. +  * ** Interest rate models ** (24 hours) taught by Abderrahim Ben Jazia. 
-  * ** Data Project: ** (tba hours) taught by tba.+  * ** Data Project: modeling and validation ** (20 hours) taught by tba.
  
 ==== Learning outcomes ==== ==== Learning outcomes ====
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   - Derivatives Pricing under the Libor Market Model   - Derivatives Pricing under the Libor Market Model
  
-=== Data Project: ===+=== Data Project:  modeling and validation ===
 tba tba
  
 ==== Bibliography ==== ==== Bibliography ====
-Check the availability of the books below at [[https://documentation.centrale-marseille.fr/|Centrale Marseille library]].+You can check the availability of the books below at [[https://documentation.centrale-marseille.fr/|Centrale Marseille library]].
  - Stochastic calculus  - Stochastic calculus
     * Evans, L. (2010). An Introduction to Stochastic Differential Equation. American Mathematical Society.     * Evans, L. (2010). An Introduction to Stochastic Differential Equation. American Mathematical Society.
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