Fixed income mathematics

lactu2020  2020-2021  Louvain-la-Neuve

Fixed income mathematics
Due to the COVID-19 crisis, the information below is subject to change, in particular that concerning the teaching mode (presential, distance or in a comodal or hybrid format).
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.
 
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