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Barrier Options and a New Implied Volatility
(This project is taken by Murielle Ange Tiambo for Spring Semester 2008-2009)
Description:
Prerequisites:
The student should be at ease with probability, stochastic calculus and Matlab programming.
References:
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Contact:
Dr. Olivier Lévêque (LTHI) * Email: olivier.leveque#epfl.ch * Office: INR 132 * Tel: 38112