Advanced Course on Stochastic Tools in Finance: Materials

Dariusz Gątarek (Systems Research Institute PAS)

Basics of interest rate modelling

Stochastic Tools in Finance

Credit risk

Rama Cont (Imperial College London)

Excursion risk: a new approach to the analysis of dynamic trading strategies

(PART I)

Excursion risk: a new approach to the analysis of dynamic trading strategies

(PART II)

Excursion risk: a new approach to the analysis of dynamic trading strategies

(PART III)