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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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| - | [[en:projects:2007-2008:msp|back to master semester projects]] | + | [[en:projects:mastersemester:msp|back to master semester projects]] |