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| Version 2011-2012 |
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| FINA0039-1 | Financial modelling and portfolio management
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| Duration : | 60h Th |
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| Lecturer : | Louis Esch |
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Language(s) of instruction :
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| French language |
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Course contents :
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| 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 |
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