5.00 credits
30.0 h + 10.0 h
Q1
Teacher(s)
D'Hondt Catherine;
Language
French
Main themes
- The main financial assets (from stocks to cryptocurrencies)
- The different market structures
- Financial market quality indicators
- Algorithmic trading and high frequency trading
- The basics of socially responsible investing (SRI)
Learning outcomes
At the end of this learning unit, the student is able to : | |
1 | Given the « competencies referential » linked to the LSM Bachelor in Management and Business Engineering, this course mainly develops the following competencies:
|
Content
• Introduction
• Overview of the main financial assets
• Typology of market sctructures
• Indicators of market quality
• Algorithmic trading & High Frequency Trading
• The basics and rise of Socially Responsible Investment
Teaching methods
- Lectures
- Sessions of exercices
Evaluation methods
Within this course, students' skills assessment is twofold :
• Ongoing assessment with a mandatory homework to deliver at the end of the semester (25% of the final grade)
• Written exam with open questions in session (75% of the final grade)
The grade of the homework is no longer taken into account in case of second session (resit exam=100% of the grade).
• Ongoing assessment with a mandatory homework to deliver at the end of the semester (25% of the final grade)
• Written exam with open questions in session (75% of the final grade)
The grade of the homework is no longer taken into account in case of second session (resit exam=100% of the grade).
Bibliography
•Foucault T., Pagano M. & Röell A, 2013, “Market Liquidity: Theory, Evidence, and Policy”, Oxford University Press
•Harris L., 2003, “Trading & Exchanges : Market Microstructure for Practitioners”, Oxford University Press
•Giraud JR. & D’Hondt C., 2006, “MiFID: Convergence towards a unified European capital markets industry”, Riskbooks
•Verhelst JL., 2017, “Bitcoin, the Blockchain and Beyond: A 360-Degree onboarding guide to the first cryptocurrency and blockchain”
•https://www.wikifin.be/fr
•http://www.eurosif.org/
•http://www.gsi-alliance.org/
•https://www.unpri.org/
•https://www.towardssustainability.be/fr
•Harris L., 2003, “Trading & Exchanges : Market Microstructure for Practitioners”, Oxford University Press
•Giraud JR. & D’Hondt C., 2006, “MiFID: Convergence towards a unified European capital markets industry”, Riskbooks
•Verhelst JL., 2017, “Bitcoin, the Blockchain and Beyond: A 360-Degree onboarding guide to the first cryptocurrency and blockchain”
•https://www.wikifin.be/fr
•http://www.eurosif.org/
•http://www.gsi-alliance.org/
•https://www.unpri.org/
•https://www.towardssustainability.be/fr
Faculty or entity
CLSM
Programmes / formations proposant cette unité d'enseignement (UE)
Title of the programme
Sigle
Credits
Prerequisites
Learning outcomes
Bachelor in Management