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en:projects:msp:lthi5 [2008/11/24 16:00] huskie |
en:projects:msp:lthi5 [2008/12/04 16:30] (current) leveque |
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| + | Master semester project: 2008-2009 | ||
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| ==== Stochastic Volatility Models ==== | ==== Stochastic Volatility Models ==== | ||
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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 menu]] | + | [[en:projects:mastersemester:msp|back to master semester projects]] |