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)