 | Study programme 2020-2021 | Français | |
 | Seminar: Management of Financial Risk | ||
Programme component of Master's in Mathematics à la Faculty of Science |
| Students are asked to consult the ECTS course descriptions for each learning activity (AA) to know what special Covid-19 assessment methods are possibly planned for the end of Q3 |
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| Code | Type | Head of UE | Department’s contact details | Teacher(s) |
|---|---|---|---|---|
| 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
- 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/or works
- Oral examination
- Written examination
Q1 UE Assessment Comments
See AA
Type of Assessment for UE in Q3
- Oral examination
- Written examination
Q3 UE Assessment Comments
See AA
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 | |
|---|---|
| W-FINA-028 |
Required Learning Resources/Tools
| AA | Required Learning Resources/Tools |
|---|---|
| W-FINA-028 | Hull J. (2017),, "Options, futures et autres actifs dérivés", 10ème édition, Pearson, 936 pages Hull J. (2013), "Gestion des risques et institutions financières", 3ème édition, Pearson Jegourel Y. (2005), " Les produits financiers dérivés ", La Découverte Repères, 122 pages. Ruttiens A. (2015), "Future, Swap, Options : Les produits financiers dérivés", Guide pratique, Edipro, 4ème édition. Bell T. (2015), "Maîtriser les produits dérivés en partant de zéro : Pour enfin comprendre le monde de la finance!", Masterderivaties, Broché, 320 pagesNot applicable |
Recommended Reading
| AA | |
|---|---|
| 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 | s. |
Grade Deferrals of AAs from one year to the next
| AA | Grade Deferrals of AAs from one year to the next |
|---|---|
| W-FINA-028 | Authorized |