 | Study programme | Français | |
 | Financial Markets | ||
Programme component of Master's Degree in Computer Science à la Faculty of Science |
| Code | Type | Head of UE | Department’s contact details | Teacher(s) |
|---|---|---|---|---|
| US-M1-SCINFO-034-M | Optional UE | CROQUET Mélanie | W751 - Finance |
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Credits | Weighting | Term |
|---|---|---|---|---|---|---|---|---|---|
| Français | 28 | 12 | 0 | 0 | 0 | 4.00 | 100.00 |
| AA Code | Teaching Activity (AA) | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term | Weighting |
|---|---|---|---|---|---|---|---|---|
| W-FINA-009 | Stockmarkets | 28 | 12 | 0 | 0 | 0 | Q1 | 100.00% |
| Unité d'enseignement |
|---|
Objectives of Programme's Learning Outcomes
- Develop and integrate a high degree of autonomy.
- Aquire new knowledge independently.
- Develop and integrate a high degree of autonomy to evolve in new contexts.
- Apply scientific methodology.
- Demonstrate thoroughness, independence, creativity, intellectual honesty, and ethical values.
Learning Outcomes of UE
Get acquainted in stock markets: architecture, organization of the exchanges... Understand the foundations of the modern theory of the portfolio and be capable of applying them. Understand the foundations of the neo-classic financial theory Be capable of confronting the conclusions of the neo-classic theory with the reality of stock markets.
Content of UE
See Learning activity
Prior Experience
Not applicable
Type of Assessment for UE in Q1
- Written examination
Q1 UE Assessment Comments
Written examination: 70 % and reading scientific papers: 30 %
Type of Assessment for UE in Q2
- N/A
Q2 UE Assessment Comments
Not applicable
Type of Assessment for UE in Q3
- Written examination
Q3 UE Assessment Comments
Written examination: 70 % and reading scientific papers: 30 %
Type of Resit Assessment for UE in Q1 (BAB1)
- N/A
Q1 UE Resit Assessment Comments (BAB1)
Not applicable
Type of Teaching Activity/Activities
| AA | Type of Teaching Activity/Activities |
|---|---|
| W-FINA-009 |
|
Mode of delivery
| AA | Mode of delivery |
|---|---|
| W-FINA-009 |
|
Required Reading
| AA | Required Reading |
|---|---|
| W-FINA-009 | Note de cours - Marchés Boursiers - Mélanie Croquet |
Required Learning Resources/Tools
| AA | Required Learning Resources/Tools |
|---|---|
| W-FINA-009 | Kahneman D. & Tversky A. (1979), "Prospect Theory : An analysis of Decision Under Risk", Econometrica, 47, pp.263-291 Lintner J. (1965), «The Valuation of Risk Assets and Selection of Risky Investments in Stock Portfolios and Capital Budgets », Review of Economics and Statistics, Vol.47, pp.13-37. Markowitz H. (1952), «Portfolio Selection », Journal of Finance, vol. 7, mars, pp. 77-91. Mossin J. (1966), «Equilibrium in a Capital Market», Econometrica, Vol.34, pp.768-783 Sharpe W.F. (1963), "A Simplified Model for Portfolio Analysis", MAnagement Science, janvier, 277-293 Sharpe W.F. (1964), «Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk », Journal of Finance, vol.19, n°3, pp.425-442 |
Recommended Reading
| AA | Recommended Reading |
|---|---|
| W-FINA-009 |
Recommended Learning Resources/Tools
| AA | Recommended Learning Resources/Tools |
|---|---|
| W-FINA-009 | Not applicable |
Other Recommended Reading
| AA | Other Recommended Reading |
|---|---|
| W-FINA-009 | Not applicable |
Grade Deferrals of AAs from one year to the next
| AA | Grade Deferrals of AAs from one year to the next |
|---|---|
| W-FINA-009 | Autorisé |