Duration
30h Th
Number of credits
| Specialised master in financial risk management | 4 crédits |
Lecturer
Language(s) of instruction
French language
Organisation and examination
Teaching in the first semester, review in January
Schedule
Units courses prerequisite and corequisite
Prerequisite or corequisite units are presented within each program
Learning unit contents
* Présentation générale des options - lien avec les opérations à terme. * Options sur actions. * Obligations convertibles. * Options sur taux d'intérêt : options sur obligations, Caps & Floors, Swaptions. * Options de change. * Pour chaque type d'instrument, les aspects suivants seront couverts : - Description et étude du payout. - Stratégies de couverture et de spéculation. - Modèles de valorisation : Black & Scholes, binomial, etc.. - Analyse conceptuelle de la volatilité. - Analyse de sensibilité : les grecques. - Exercices pratiques. * Produits structurés : construction, valorisation et stratégies.
Learning outcomes of the learning unit
Prerequisite knowledge and skills
Planned learning activities and teaching methods
Mode of delivery (face to face, distance learning, hybrid learning)
Face-to-face
Organisational adjustments related to the current health context
Recommended or required readings
Assessment methods and criteria
Below you will find information on the evaluation methods planned for in-person and remote exams as well as those planned for hybrid sessions. Depending on how the health crisis evolves, the chosen method will be communicated to you no later than one month before the start of the exam session.
Work placement(s)