Study programme 2018-2019Français
Seminar: Management of Financial Risk
Programme component of Master's Degree in Mathematics à la Faculty of Science
CodeTypeHead of UE Department’s
contact details
Teacher(s)
US-M1-SCMATH-041-MOptional UECROQUET MélanieW751 - Finance
  • CROQUET Mélanie

Language
of instruction
Language
of assessment
HT(*) HTPE(*) HTPS(*) HR(*) HD(*) CreditsWeighting Term
  • Français
Français02500033.001st term

AA CodeTeaching Activity (AA) HT(*) HTPE(*) HTPS(*) HR(*) HD(*) Term Weighting
W-FINA-028Seminar in financial risk management025000Q1100.00%
Programme component

Objectives of Programme's Learning Outcomes

  • Carry out major projects.
    • Work in teams and, in particular, communicate effectively and with respect for others.
    • Appropriately use bibliographic resources for the intended purpose.
    • Present the objectives and results of a project orally and in writing.
  • Communicate clearly.
    • Communicate the results of mathematical or related fields, both orally and in writing, by adapting to the public.
    • make a structured and reasoned presentation of the content and principles underlying a piece of work, mobilised skills and the conclusions it leads to.
  • Adapt to different contexts.
    • Have developed a high degree of independence to acquire additional knowledge and new skills to evolve in different contexts.
    • Demonstrate thoroughness, independence, creativity, intellectual honesty, and ethical values.

Learning Outcomes of UE

At the end of this teaching, the students will be able to use the main financial derivatives within the framework of arbitrage and hedging operations and to understang the principles of pricing of financial derivatives.  

Content of UE

Forward ; future ; swap; options; arbitrage; hedging.

Prior Experience

Not applicable

Type of Assessment for UE in Q1

  • Presentation and/or works
  • Oral examination
  • Written examination

Q1 UE Assessment Comments

See AA

Type of Assessment for UE in Q3

  • Oral examination
  • Written examination

Q3 UE Assessment Comments

See AA

Type of Resit Assessment for UE in Q1 (BAB1)

  • N/A

Q1 UE Resit Assessment Comments (BAB1)

Not applicable

Type of Teaching Activity/Activities

AAType of Teaching Activity/Activities
W-FINA-028
  • Séminaires

Mode of delivery

AAMode of delivery
W-FINA-028
  • Mixed

Required Reading

AARequired Reading
W-FINA-028Note de cours - Séminaire en gestion des risques financiers - Mélanie Croquet

Required Learning Resources/Tools

AARequired Learning Resources/Tools
W-FINA-028Not applicable

Recommended Reading

AARecommended Reading
W-FINA-028

Recommended Learning Resources/Tools

AARecommended Learning Resources/Tools
W-FINA-028Not applicable

Other Recommended Reading

AAOther Recommended Reading
W-FINA-028Hull J. (2014),, "Options, futures et autres actifs dérivés", 9ème édition, Pearson
Hull J. (2013), "Gestion des risques et institutions financières", 3ème édition, Pearson
Jegourel Y. (2005), « Les produits financiers dérivés », La Découverte Repères, 122 pages. 
Portrait R. & Poncet P. (2008), « Finance de marché- Instruments de base, produits dérivés, portefeuilles et risques », Dalloz-Sirey, 1088 pages.  

Grade Deferrals of AAs from one year to the next

AAGrade Deferrals of AAs from one year to the next
W-FINA-028Authorized
(*) HT : Hours of theory - HTPE : Hours of in-class exercices - HTPS : hours of practical work - HD : HMiscellaneous time - HR : Hours of remedial classes. - Per. (Period), Y=Year, Q1=1st term et Q2=2nd term
Date de génération : 02/05/2019
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