Major in Financial mathematics

map2m  2019-2020  Louvain-la-Neuve

The objective of this major is to introduce students to quantitative financial techniques and actuarial sciences by presenting deterministic and stochastic mathematical methods used in financial markets. The main subjects covered deal with the evaluation of financial assets and insurance products in continuous-time. Special attention is paid to numerical simulation methods. In addition, for students who will to enroll in the Master's degree programme in actuarial sciences, all the compulsory courses of the programme ACTU2M validated in this major will be valorized.


 
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The student shall select

De 15 à 20 CREDITS parmi
Annual block
  1 2

Mandatory Contenu:
Optionnal LINMA2725 Financial mathematics   Pierre Devolder
30h+22.5h  5 credits 1q x x
Optionnal LACTU2020 Fixed income mathematics   Pierre Devolder
45h+15h  7 credits 1q x x
Optionnal LACTU2030 LIFE INSURANCE   Donatien Hainaut
45h  7 credits 1q x x
Optionnal LACTU2170 STOCHASTIC FINANCE   Donatien Hainaut
30h  5 credits 2q x x