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| GEST3012-1 | Financial and actuarial modelling
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| Duration : | 16h Th, 16h Pr |
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| Number of credits : |
| Master in Aerospace Engineering, Professional Focus (Management), 2nd year | | 3 |
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| Master in Architecture and Engineering, specialized approach, 2nd year | | 3 |
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| Master in Chemical and Material Sciences, specialized approach, 2nd year | | 3 |
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| Master in Civil Engineering, professional focus in management , 2nd year | | 3 |
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| Master in Electrical Engineering, specialized approach, 2nd year | | 3 |
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| Master in Electro-mechanical Engineering, Professional Focus (Management), 2nd year | | 3 |
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| Master of science in computer science and engineering, professional focus in management, 2nd year | | 3 |
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| Master in Computer Science, Professional Focus (Management), 2nd year | | 3 |
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| Master in Mechanical Engineering, specialized approach, 2nd year | | 3 |
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| Master in Geological and Mining Engineering, specialized approach, 2nd year | | 3 |
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| Master in Engineering Physics, specialized approach, 2nd year | | 3 |
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| Master in Agricultural Bioengineering, Professional Focus, 2nd year | | 3 |
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| Master in Chemistry and Bio-industries, Professional Focus, 2nd year | | 3 |
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| Master in Environmental Bioengineering, Professional Focus, 2nd year | | 3 |
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| Master in Forests and natural Areas Engineering, Professional Focus, 2nd year | | 3 |
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| Master in Mathematical Sciences, professional focus in management, 2nd year | | 3 |
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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 first semester, review in January |
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Course contents :
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| - 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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Learning outcomes of the course :
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| 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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Prerequisites and co-requisites/ Recommended optional programme components :
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| Basic mathematical (calculu) and probablistic (random variables) tools |
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Planned learning activities and teaching methods :
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Mode of delivery (face-to-face ; distance-learning) :
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| 4 half-days |
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Recommended or required readings :
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Assessment methods and criteria :
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| Written exam |
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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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