National and International Markets [ 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 of arts in Business engineering
> Master [120] in Management
|
Faculty or entity
in charge |
> CLSM
|
<<< Page précédente
