UVF3B401: Mathematical models for finance - Fall 2006/2007
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IG 3A Automne
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| EDF03B401 | |
| Presentation | |
| Specialists in modern finance have for some years been using increasingly sophisticated mathematical tools to describe phenomena and elaborate methods of calculations. The objective of this unit is to present advanced techniques and models for the development of derived products (options, warrants, swaps ...) and to provide an introduction to the stochastic techniques necessary to understand the most common financial models. The final objective is for students to be able to propose different strategies to optimise risk - reward according to the duration of the investment and the required support (rates, exchange, equity, commodities, credit derivatives). | |
| Location : BREST | |
| Co-Coordinator : Philippe PICOUET | |
| Credits IG 3A : 6 | |
| Dernière màj le 24-APR-07 par GRAVOT | |
| Modules | |
| Code | Intitulé Title |
Responsable Coordinator |
Co-resp. | Etat State |
Date màj Last update |
|---|---|---|---|---|---|
| ISA-MOFI | Mathmatical models for financing | . |  |
04-12-06 |
IMT Atlantique
Campus de Brest
Technopôle Brest-Iroise
CS 83818
29238 Brest Cedex 3
France
Tél +33 (0)2 29 00 11 11
Fax +33 (0)2 29 00 10 00
Technopôle Brest-Iroise
CS 83818
29238 Brest Cedex 3
France
Tél +33 (0)2 29 00 11 11
Fax +33 (0)2 29 00 10 00