 | Study programme | 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) |
|---|---|---|---|---|
| US-M1-SCMATH-041-M | Optional UE | CROQUET Mélanie | W751 - Finance |
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Credits | Weighting | Term |
|---|---|---|---|---|---|---|---|---|---|
| Français | 0 | 25 | 0 | 0 | 0 | 3.00 | 100.00 |
| 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% |
| Unité d'enseignement |
|---|
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 works
- Written examination
Q1 UE Assessment Comments
Written examination (75%) and personal works (25%)
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 (100%). The student did'nt present their personal work during the first session have to present it during the second session.
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-028 |
|
Mode of delivery
| AA | Mode of delivery |
|---|---|
| W-FINA-028 |
|
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 |
|---|---|
| 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 |
|---|---|
| W-FINA-028 | Autorisé |