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| FINA0039-1 | Financial modelling and portfolio management
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| Duration : | 60h Th |
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| Number of credits : |
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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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Organisation and examination :
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| Teaching in the second semester |
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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
- valuatiuon, risk and characteristics
- yield curves
- bond portfolio management strategies
- evolution models
- Options
- general characteristics and option strategies
- valuation models
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Learning outcomes of the course :
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| Being able to master mathematical models linked with financial products
Intended Learning Outcomes addressed by the course :
- Strengthening the general knowledge and the understanding of the corporate and market finance matters
- Gaining deep knowledge and understanding in the financial risk management
- Understanding and being able to use modelization tools in the financial field
- Developing a transversal, global vision
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Prerequisites and co-requisites/ Recommended optional programme components :
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| - Basic mathematical (calculus), probabilistic (random variables) and stotistical (regression) tools
- Description of financials products |
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Planned learning activities and teaching methods :
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| Face-to-face
Numerical applications with computer (spreadsheet) |
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Mode of delivery (face-to-face ; distance-learning) :
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Recommended or required readings :
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| ESCH L., KIEFFER R., LOPEZ T., Asset and Risk Management, Wiley, 2005 |
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Assessment methods and criteria :
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| Written exam, with a practical part on computer |
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Work placement(s) :
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Organizational remarks :
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Contacts :
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| 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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| Items online : |
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