University of Liege | Version française
	Study programmes 2008-2009 Last update : 29/06/2009
	FINA0039-1   Financial modelling and portfolio management Duration :   60h Th Credits/ECTS :   Advanced Master in Financial Risk Management Deuxième quadrimestre 6 Holder(s) :   Louis Esch Language :   Langue française Course contents :   General principles for financial modeling - perfect market, valuation model, arbitrage opportunity ¨Shares - return, risk and valuation - market efficiency - portfolio diversification - CAPM - performance and portfolio management strategies - evolution models ¨Bonds - valuatiuoin, risk and characteristics - yield curves - bond portfolio management strategies - evolution models ¨Options - general characteristics and option strategies - valuation models Home Search by Faculty Search by teacher Search by course code and title
	Students and Studies Administration - Academic Affairs - Contact : Monique Marcourt, General Director for Education and Training - Developed by SEGI