Fabrice Riva

Professeur des Universités
Université Paris Dauphine

Place du Maréchal de Lattre de Tassigny
75775 Paris Cedex 16

Mail: fabrice.riva@dauphine.fr




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M1 Finance Dauphine: Financial Modeling and Applications


Course handouts





 Data and programs



  • Session 3: Properties of stock returns
  • Sessions 4 and 5: Diversification and Efficient Frontier
    • Dataset
    • Solution: Naive diversification, feasible set and efficient frontier
  • Sessions 6 and 7: Option Pricing


TDs