UCL - National and International Markets

[LSMS2012]

[30h] 5 credits

Teacher(s): Hervé Van Oppens

Language: French

Level: Second

Aims
Main themes
Content and teaching methods
Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)

Aims

Understand how financial assets are priced on the markets.

Main themes

Main theme is asset pricing. Particulary assets such as swaps, forwards, futures and options are studied in the course.

Content and teaching methods

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 (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)

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