 | Study programme 2019-2020 | Français | |
| Seminar in financial risk management | |||
Learning Activity |
| Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) | Establishment |
|---|---|---|---|---|
| W-FINA-028 |
|
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
|---|---|---|---|---|---|---|---|
| Français | Français | 0 | 25 | 0 | 0 | 0 | Q1 |
| Description of the modifications to the Q3 2019-2020 online assessment procedures (Covid-19) |
|---|
| Oral exam with prior exercises provided a few days before the oral. |
Content of Learning Activity
Forward ; future ; swap; options; arbitrage; couverture.
Required Learning Resources/Tools
Not applicable
Recommended Learning Resources/Tools
Not applicable
Other Recommended Reading
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.
Mode of delivery
- Mixed
Type of Teaching Activity/Activities
- Séminaires
Evaluations
The assessment methods of the Learning Activity (AA) are specified in the course description of the corresponding Educational Component (UE)