University of Liege | Version française
	Study programmes 2010-2011 Last update : 11/04/2011
	FINA0039-1   Financial modelling and portfolio management Duration :   60h Th Credits/ECTS :   Advanced Master in Financial Risk Management Second semester 6 Holder(s) :   Louis Esch Language :   French language 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
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