Financial Mathematics M1 (2024/2025)

Undergraduate course, ENSAE Paris, 2025

An introductory course in Financial Mathematics

About organisation

I will be giving some lectures at ENSAE Paris for the course of Financial Mathematics starting at the second semester of the academic year 2024-2025.

The exercice sheet can be downloaded here. I will update after each session the numbers of the exercises that were covered during the session.

  • Session of February 7, 2025: We did exercises n°2 and 3 of TD 1-2.
  • Session of March 5, 2025: We did exercise n°8 of TD 1-2.
  • Sesson of March 19, 2025 : We did exercises n°1 and 4 of TD 3.

Other ressources to prepare for the exam