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Market micro-structure & Statistics for processes in finance


At the end of this module, the student will have understood and be able to explain (main concepts):
micro-structure and organisation of finance market
The student will be able to:
Perform statistical analysis of stochastic processes used in finance

Needed prerequisite

Stochastic calculus, Black Scholes model
Inference statistics

Form of assessment

The evaluation of outcome prior learning is made as a continuous training during the semester. According ot the teaching, the assessment will be different: as a written exam, an oral exam, a record, a written report, peers review...