We deal with a multidimensional Markovian backward stochastic differential equation driven by a Poisson random measure and independent Brownian motion (BSDEJ for short).
بواسطة
Mhamed Eddahbi, Anwar Almualim, Nabil Khelfallah , Imene Madoui
We study both Malliavin regularity and numerical approximation schemes for a class of quadratic backward stochastic differential equations (QBSDEs for short) in cases where the terminal data need…
بواسطة
Salima Doubbakh, Nabil Khelfallah, Mhamed Eddahbi, Anwar Almualim
To provide an understanding of the fundamental concepts of risk theory, and how those concepts are applied in computing premiums using various methods, in constructions adequate models for the…
This course gives an understand of the following terms and concepts:
Corporate finance and the financial manager, forms of business organization, the goal of financial management, the…
The goal of this course studies the Derivative market and study different kinds of contracts such as short sales, Forward contracts, Future contracts, and option prices, in terms of exposed…
الساعات المكتبية
Saturday
الأحد
الاثنين
الثلاثاء
الأربعاء
الخميس
الجمعة
من
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12:00 PM
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12:00 PM
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09:00 AM
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الى
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01:00 PM
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01:00 PM
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10:00 AM
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الموقع
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كابة العلوممبنى 5, الدور الثالث - مكتب 37كابة العلوممبنى 5, الدور الثالث - مكتب 37
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كابة العلوممبنى 5, الدور الثالث - مكتب 37كابة العلوممبنى 5, الدور الثالث - مكتب 37
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كابة العلوممبنى 5, الدور الثالث - مكتب 37كابة العلوممبنى 5, الدور الثالث - مكتب 37