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| GEST1010-1 | Financial operations
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| Duration : | 30h Th |
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| Credits/ECTS : |
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| Holder(s) : | André Rochez |
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| Language : | Langue française |
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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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| Contacts : | André Rochez
e-mail : Andre.Rochez@solvay.com |
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