CMAP
Mini Courses
Levy Processes and Application in Finance Rama Cont (click here to download course program) and Monique Jeanblanc |
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Random Matrices and Correlations in Large Financial Markets Jean-Philippe Bouchaud and Noureddine El Karoui |
Downloadable lecture notes
- Monique Jeanblanc: All lectures
- Jean-Philippe Bouchaud: Course outline, Lecture 1, Lecture 2, Lecture 3, Lecture 4, Lecture 5
- Rama Cont: Portfolio insurance in presence of jumps , Option hedging in presence of jumps