Duration
60h Th
Number of credits
| Specialised master in financial risk management | 6 crédits |
Lecturer
Language(s) of instruction
French language
Organisation and examination
Teaching in the second semester
Schedule
Units courses prerequisite and corequisite
Prerequisite or corequisite units are presented within each program
Learning unit 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
- valuatiuon, risk and characteristics
- yield curves
- bond portfolio management strategies
- evolution models
- general characteristics and option strategies
- valuation models
Learning outcomes of the learning unit
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
Prerequisite knowledge and skills
- Basic mathematical (calculus), probabilistic (random variables) and stotistical (regression) tools - Description of financials products
Planned learning activities and teaching methods
Face-to-face Numerical applications with computer (spreadsheet)
Mode of delivery (face-to-face ; distance-learning)
Recommended or required readings
ESCH L., KIEFFER R., LOPEZ T., Asset and Risk Management, Wiley, 2005
Assessment methods and criteria
Written exam, with a practical part on computer
Work placement(s)
Organizational remarks
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
Adaptation of teaching commitments following the COVID-19 pandemic for the May-June 2020 session
Teaching methods implemented : distance-learning
Partly face to face - partly online
Assessment subjects
See document on Lol@ (section Examen) : http://lolahd.hec.uliege.be/mod/folder/view.php?id=2737
Assessment methods
- Theory : written exam - open questions - online
- Exercices : Excel - online
Contacts
Adaptation of teaching commitments following the COVID-19 pandemic for the Aug-Sept 2020 session
Assessment subjects
Same content as for June session
Assessment methods
Same methods as for June session
Contacts
Items online
syllabus
.