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National and International Markets (in French) [ LLSMS2012 ]


5.0 crédits ECTS  30.0 h   1q 

Teacher(s) Van Oppens Hervé ;
Language French
Place
of the course
Louvain-la-Neuve
Main themes Main theme is asset pricing. Particulary assets such as swaps, forwards, futures and options are studied in the course.
Aims Understand how financial assets are priced on the markets.
Content Summary, content and methods Pricing based of arbitrage are analysed. Essentially for swaps, futures and options. A specific attention will be given to interest rates instruments and the way they are traded on the market. Content Arbitrage Interest rates model Bonds valuation Swaps, forwards and futures pricing Options pricing Methods In-class activities - Lectures - Exercices/PT - Problem based learning At home activities - Readings to prepare the lecture - Exercices to prepare the lecture - Paper work
Other information Prerequisites :good level and financial accounting and in financial mathematics Evaluation : Class participation and oral examination, in French Support : Documents provided through icampus References : Provided in the course's presentation Internationalisation X international content (the content is universal) Corporate features Skills X team work X individual autonomy X problem solving X critical thinking X assertiveness Techniques and tools for teaching and learning X IT tools X Internet work X modelling X simulation X quantitative methods X mathematics
Cycle et année
d'étude
> Master [120] in Business engineering
> Master [120] in Management
> Master [120] in Management
> Master [120] in Business Engineering
Faculty or entity
in charge
> CLSM


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