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| GEST1010-1 | Financial operations | |||||||||||
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| Duration : | 30h Th | |||||||||||
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| Holder(s) : | André Rochez | |||||||||||
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| Course contents : | Parametrization methods are applied to the different profitability assessment methods of a financial operation, to loan on stocks (including bond management), to the assessment of inflation effects on financial projects, & to new banking & insurance products | |||||||||||
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| Course objective : | Initiation to the parametrization & quantization principles, the transformation of financial problems into equations & their solution. | |||||||||||
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| Prerequisites : | MQG 719 Financial Mathematics | |||||||||||
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| Organization : | - The presentation of those principles is illustrated by examples inspired by the international experience of the teacher - Newspaper & magazine articles are commented in the light of current events - A syllabus of the course will be available, together with copies of media used in class (transparencies, ...) - Some classes will be devoted to exercise solving to illustrate the methods and principles of the course and to favor their assimilation. | |||||||||||
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| Written notes : | - "An Introduction to the Mathematics of Finance", J.J. Mc Cutcheon and W.F. Scott, Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburg, Heinemann, London, 1987. - "Finance Stochastique", Pierre Devolder, Editions de l'Université Libre de Bruxelles, 1993. - "Le Matif", Florin Aftalion et Patrice Poncet, Presses Universitaires de France, 1987. - "Mathématiques Financières", A. Brown and M. Shaheen, 1982. - "Algèbre Financière", G. Cnapelinckx, Editions Wesmael Charlier, 1977. - "Introduction à la Mathématique Financière", Daniel Justens, Editions De Boeck, 1987. - "Mathématiques Financières", Pierre Bonneau, Editions Dunod, 1986. | |||||||||||
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| Assessment : | 1st session assessment : oral examination on the comprehension of principles and the assimilation of methods 2nd session assessment: oral examination prolonged 2nd session assessment: oral examination | |||||||||||
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ULg : Students and Studies Administration - Academic Affairs
Contact : Monique Marcourt, direction A.E.E.
Date of data : 27/02/2006
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