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en:projects:msp:lthi5 [2007/12/06 12:01] leveque |
en:projects:msp:lthi5 [2008/12/04 16:30] (current) leveque |
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- | ===== Stochastic Volatility Models ===== | + | Master semester project: 2008-2009 |
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+ | ==== Stochastic Volatility Models ==== | ||
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**Description:**\\ | **Description:**\\ | ||
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**Prerequisites:**\\ | **Prerequisites:**\\ | ||
- | The student should be at ease with both probability and Matlab programming.\\ | + | The student should have a prior knowledge of stochastic calculus.\\ |
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**References:** | **References:** | ||
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Olivier Lévêque (LTHI) * Email: olivier.leveque#epfl.ch * Office: INR-132 * tel: 38112\\ | Olivier Lévêque (LTHI) * Email: olivier.leveque#epfl.ch * Office: INR-132 * tel: 38112\\ | ||
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- | [[en:projects:2007-2008:mtp|back to master semester projects]] | + | [[en:projects:mastersemester:msp|back to master semester projects]] |