Financial mathematics

This option aims to introduce the student to the basics of quantitative finance and actuarial science by introducing the modern deterministic and stochastic mathematical methods of market finance. The main topics relate to real-time assessment of financial assets and insurance products. Particular attention is devoted to numerical simulation methods.
Moreover, a student who chooses INMA2725, ACTU2020, ACTU2030, ACTU2070 and at least 15 credits from the complementary package in financial mathematics (see "elective courses") within the choice of elective courses will have direct access to the second year of the 120 Master’s in actuarial science.

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Mandatory Optional Courses not taught this academic year Periodic courses not taught this academic year Periodic courses taught this academic year Two year courses
Click on the course code to see detailed informations (objectives, methods, evaluation...)
						Year
						1	2
L'étudiant qui choisit cette option sélectionnefrom 15to 30 créditsamong
INMA2725	Financial mathematics   (in French)	Pierre Devolder	30h + 22.5h	5credits	1q	x	x
ACTU2020	MATHEMATICS OF FINANCIAL MARKETS  (in French)	Pierre Devolder	30h	5credits	1q	x	x
ACTU2030	LIFE INSURANCE 1  (in French)	Pierre Devolder, Françoise Gilles	30h	5credits	1q	x	x
ACTU2070	STOCHASTIC FINANCE 1  (in French)	Pierre Devolder	30h	5credits	2q	x	x