Fixed income mathematics

lactu2020  2019-2020  Louvain-la-Neuve

Fixed income mathematics
Note from June 29, 2020
Although we do not yet know how long the social distancing related to the Covid-19 pandemic will last, and regardless of the changes that had to be made in the evaluation of the June 2020 session in relation to what is provided for in this learning unit description, new learnig unit evaluation methods may still be adopted by the teachers; details of these methods have been - or will be - communicated to the students by the teachers, as soon as possible.
7 credits
45.0 h + 15.0 h
Q1
Teacher(s)
Devolder Pierre;
Language
French
Aims

At the end of this learning unit, the student is able to :

1 The aim of this course is to present the basic methods of financial deterministic mathematics. At the end of the course, the students must be able to price simple financial products and manage the risks associated with different interest rates.
 

The contribution of this Teaching Unit to the development and command of the skills and learning outcomes of the programme(s) can be accessed at the end of this sheet, in the section entitled “Programmes/courses offering this Teaching Unit”.
Bibliography
Livre de référence :
  • Devolder, P., Fox, M., Vaguener, F. (2018). Mathématiques Financières – 3° édition-  Pearson.
Livre additionnel (optionnel) :
  • Berk, J. DeMarzo P. (2017). Finance d’entreprise – 4° édition – Pearson
Faculty or entity
LSBA


Programmes / formations proposant cette unité d'enseignement (UE)

Title of the programme
Sigle
Credits
Prerequisites
Aims
Master [120] in Mathematics

Master [120] in Actuarial Science

Master [120] in Mathematical Engineering