Valuation of financial derivatives according to the assumption of absence of arbitrages
The CRR model
The Black-Scholes model
Machine learning applications in Finance
Implementation of the main algorithms with Python/MATLAB
3 homework assignments are expected.
Written test lasting approximately one hour
Python or MATLAB programming
Università degli Studi di Udine Dipartimento di Scienze Matematiche, Informatiche e Fisiche (DMIF) via delle Scienze 206, 33100 Udine, Italy Tel: +39 0432 558400 Fax: +39 0432 558499 PEC: firstname.lastname@example.org p.iva 01071600306 | c.f. 80014550307
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