Major in Financial mathematics

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.


 
> Légende
Mandatory Optional
Course not taught in 2020-2021 Periodic course not taught in 2020-2021
Periodic course taught in 2020-2021 Activity with prerequisites
Click on the course title to see detailed informations (objectives, teaching methods, evaluation...)
The student shall select
From 15 to 20 credits
Annual unit
  1 2

Mandatory Content:
Optional LINMA2725 Financial mathematics   Pierre Devolder
30h+22.5h  5 credits q1 x x
Optional LACTU2020 Fixed income mathematics   Pierre Devolder
45h+15h  7 credits q1 x x
Optional LACTU2030 LIFE INSURANCE   Donatien Hainaut
45h  7 credits q1 x x
Optional LACTU2170 STOCHASTIC FINANCE   Donatien Hainaut
30h  5 credits q2 x x