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
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From 15 to 20 credits | |||||||||||||||||||||||||||
Annual unit | |||||||||||||||||||||||||||
1 | 2 | ||||||||||||||||||||||||||
Content: | |||||||||||||||||||||||||||
LINMA2725 | Financial mathematics | Pierre Devolder | 30h+22.5h | 5 credits | q1 | x | x | ||||||||||||||||||||
LACTU2020 | Fixed income mathematics | Pierre Devolder | 45h+15h | 7 credits | q1 | x | x | ||||||||||||||||||||
LACTU2030 | LIFE INSURANCE | Donatien Hainaut | 45h | 7 credits | q1 | x | x | ||||||||||||||||||||
LACTU2170 | STOCHASTIC FINANCE | Donatien Hainaut | 30h | 5 credits | q2 | x | x |