CORRIGE-MATHS-BCE-ESCP-2020.pdf - Cpge

Correction des exercices. N. Baradel. 7 février 2016. 1 TD 1. 1.1 Exercice 1 : Payoffs ... E(Bt|Fs) = E(Bs + (Bt ? Bs)|Fs) = Bs + E((Bt ? Bs)|Fs). = Bs + ...