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Goals introduce stochastic optimization setup, and its relationship to statistical learning and online learning. Stochastic processes and the mathematics of finance. An axiomatic approach to the valuation of cash flows. Bs3aobs3a applied probability or b10 martingales and financial mathematics would be useful, but are by no means essential. An introduction to stochastic control, with applications. Summary resume procede dactualisation et risque financier. Pdf methodes stochastiques devaluation du rendement.
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