Fixed income mathematics

lactu2020  2023-2024  Louvain-la-Neuve

Fixed income mathematics
7.00 credits
45.0 h + 15.0 h
Q1
Teacher(s)
Devolder Pierre;
Language
French
Learning outcomes

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
Learning outcomes
Master [120] in Mathematics

Master [120] in Actuarial Science

Master [120] in Mathematical Engineering