Study programme 2021-2022Français
Derivated financial products
Programme component of Master's in Mathematics à la Faculty of Science

CodeTypeHead of UE Department’s
contact details
Teacher(s)
US-M1-SCMATH-141-MOptional UECROQUET MélanieW751 - Finance
  • CROQUET Mélanie

Language
of instruction
Language
of assessment
HT(*) HTPE(*) HTPS(*) HR(*) HD(*) CreditsWeighting Term
  • Français
Français261600066.002nd term

AA CodeTeaching Activity (AA) HT(*) HTPE(*) HTPS(*) HR(*) HD(*) Term Weighting
W-FINA-046Financial Derivates - AAEP206000Q2
W-FINA-047Financial Derivates - AAEHP610000Q2

Integrated test : there will be no assessment for each AA but a single assessment for the UE.
Programme component

Objectives of Programme's Learning Outcomes

  • Carry out major projects.
    • Independently carry out a major project related to mathematics or mathematical applications. This entails taking into account the complexity of the project, its objectives and the resources available to carry it out.
    • Give constructive criticism on the quality and progress of a project.
    • 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.
    • Have sufficient knowledge of English for basic scientific communication.
  • Adapt to different contexts.
    • Demonstrate thoroughness, independence, creativity, intellectual honesty, and ethical values.

Learning Outcomes of UE

At the end of this course, students will be able to:
1. to understand the basics of the valuation of financial derivatives 
2. to use the main financial derivatives as part of risk hedging
3. understand the use of financial derivatives in cash management.
 

Content of UE

AA : Financial derivaties : 
Forwards-Futures-Options-Swaps

Prior Experience

financial mathematics
financial markets

Type of Assessment for UE in Q2

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

Q2 UE Assessment Comments

The written examination will also focus on the content of the other students' work as well as the subject matter.

Type of Assessment for UE in Q3

  • Oral examination

Q3 UE Assessment Comments

The oral examination will cover the entire subject as well as all the students' work.

Type of Teaching Activity/Activities

AAType of Teaching Activity/Activities
W-FINA-046
  • Cours magistraux
  • Travaux pratiques
W-FINA-047
  • Cours magistraux
  • Travaux pratiques

Mode of delivery

AAMode of delivery
W-FINA-046
  • Mixed
W-FINA-047
  • Mixed

Required Reading

AA
W-FINA-046
W-FINA-047

Required Learning Resources/Tools

AARequired Learning Resources/Tools
W-FINA-046Not applicable
W-FINA-047Not applicable

Recommended Reading

AA
W-FINA-046
W-FINA-047

Recommended Learning Resources/Tools

AARecommended Learning Resources/Tools
W-FINA-046Not applicable
W-FINA-047Not applicable

Other Recommended Reading

AAOther Recommended Reading
W-FINA-046Not applicable
W-FINA-047Not applicable
(*) 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 dernière mise à jour de la fiche ECTS par l'enseignant : 11/05/2021
Date de dernière génération automatique de la page : 06/05/2022
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