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

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+=====Course unit: Financial mathematics=====
+  * Title in French: Mathématiques financières
+  * Course code: tba
+  * ECTS credits: 2
+  * Teaching hours: 50h
+  * Type: specialized course
+  * Language of instruction: English
+  * Coordinator: Christophe Pouet
+  * Instructor(s): Ismail Akil (JP Morgan) , Philippe Bertrand, Abderrahim Ben Jazia (RSM France)
+**Brief description**
+This course is a specialized course for anyone interested in mathematical finance. The main topics are advanced derivatives pricing, interest rate models, numerical methods in finance and portfolio management with structured products.
+**Learning outcomes**
+  * Discover more complex financial models (interest rate models, models with stochastic volality,...)
+  * Know how to use numerical methods to price financial product
+**Course content**
+__//Advanced mathematical finance//__
+  - Local volatility models (Dupire, CEV)
+  - Stochastic volatility models (Heston, SABR)
+  - Interest rate models (Vasicek, Hull&White, Cox-Ingersoll-Ross)
+  - Princing with Matlab
+__//Advanced portfolio management//__
+  - The principles of portfolio insurance
+  - Three basic methods (Stop-loss, CPPI, OBPI)
+  - Dynamic management and simulations
+**Bibliography**
+  * Bertrand, P. et Prigent, J.-L., "Gestion de portefeuille : analyse quantitative et gestion structurée" , Economica, 2006.
+  * Lamberton, D. and B. Lapeyre, "Introduction to Stochastic Calculus Applied to Finance", 2nd ed., Chapman and Hall/CRC, 2007