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| GEST3012-1 | Financial and actuarial modelling
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| Duration : | 16h Th, 16h Pr |
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| Credits/ECTS : |
| Master in Aerospace Engineering, Professional Focus (Management), 2nd year | | First semester | | 3 |
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| Master in Architecture Engineering, specialized approach, 2nd year | | First semester | | 3 |
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| Master in Chemical and Material Sciences, specialized approach, 2nd year | | First semester | | 3 |
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| Master in Civil Engineering, specialized approach, 2nd year | | First semester | | 3 |
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| Master in Electrical Engineering, specialized approach, 2nd year | | First semester | | 3 |
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| Master in Electro-mechanical Engineering, Professional Focus (Management), 2nd year | | First semester | | 3 |
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| Master in Computer Engineering, specialized approach, 2nd year | | First semester | | 3 |
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| Master in Computer Science, Professional Focus (Management), 2nd year | | First semester | | 3 |
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| Master in Mechanical Engineering, specialized approach, 2nd year | | First semester | | 3 |
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| Master in Geological and Mining Engineering, specialized approach, 2nd year | | First semester | | 3 |
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| Master in Engineering Physics, specialized approach, 2nd year | | First semester | | 3 |
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| Master in Mathematical Sciences, professional focus in management, 2nd year | | First semester | | 3 |
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| Holder(s) : | Louis Esch |
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| Language : | French language |
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| Course contents : | - Financial algebra and life insurance
- Non life insurance
- Portfolio Management (Markowitz-Sharpe)
- Yield curves and derivatives valuation
- Ananlysis of market risks |
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| Course objective : | Some topics of finance and insurance are presented with the double goal :
a) point out important fiancial and actuarial principles
b) show the usefulness of mathematical tools and introduce new ones |
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| Organization : | 4 half-days |
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| Contacts : | Louis Esch
HEC-Ecole de gestion de l'Université de Liège (bâtiment N1)
Tél. : 04/232.73.00
e-mail : louis.esch@ulg.ac.be |
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