Study programme 2018-2019 | Français | ||
Seminar: Management of Financial Risk | |||
Programme component of Master's Degree in Mathematics à la Faculty of Science |
Code | Type | Head of UE | Department’s contact details | Teacher(s) |
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US-M1-SCMATH-041-M | Optional UE | CROQUET Mélanie | W751 - Finance |
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Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Credits | Weighting | Term |
---|---|---|---|---|---|---|---|---|---|
| Français | 0 | 25 | 0 | 0 | 0 | 3 | 3.00 | 1st term |
AA Code | Teaching Activity (AA) | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term | Weighting |
---|---|---|---|---|---|---|---|---|
W-FINA-028 | Seminar in financial risk management | 0 | 25 | 0 | 0 | 0 | Q1 | 100.00% |
Programme component |
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Objectives of Programme's Learning Outcomes
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
Q1 UE Assessment Comments
See AA
Type of Assessment for UE in Q3
Q3 UE Assessment Comments
See AA
Type of Resit Assessment for UE in Q1 (BAB1)
Q1 UE Resit Assessment Comments (BAB1)
Not applicable
Type of Teaching Activity/Activities
AA | Type of Teaching Activity/Activities |
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W-FINA-028 |
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Mode of delivery
AA | Mode of delivery |
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W-FINA-028 |
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Required Reading
AA | Required Reading |
---|---|
W-FINA-028 | Note de cours - Séminaire en gestion des risques financiers - Mélanie Croquet |
Required Learning Resources/Tools
AA | Required Learning Resources/Tools |
---|---|
W-FINA-028 | Not applicable |
Recommended Reading
AA | Recommended Reading |
---|---|
W-FINA-028 |
Recommended Learning Resources/Tools
AA | Recommended Learning Resources/Tools |
---|---|
W-FINA-028 | Not applicable |
Other Recommended Reading
AA | Other Recommended Reading |
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W-FINA-028 | Hull 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
AA | Grade Deferrals of AAs from one year to the next |
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W-FINA-028 | Authorized |