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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.
Legend
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 15 to 30 credits among
Optional LINMA2725

Financial mathematics   (in French) Pierre Devolder 30h + 22.5h  5credits  1q  x x
Optional LACTU2020

MATHEMATICS OF FINANCIAL MARKETS  Pierre Devolder 30h + 15h  5credits  1q  x x
Optional LACTU2030

LIFE INSURANCE 1  Michel Denuit, Françoise Gilles 30h + 15h  5credits  1q  x x
Optional LACTU2070

STOCHASTIC FINANCE 1  Pierre Devolder 30h  5credits  2q  x x
 
| 27/07/2009 |