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The Quantitative Finance major consists of core courses and three modules: Financial Risk Management, Financial Engineering and Financial econometrics. Core courses
Module 1: Financial Risk Management Following the financial crises of the 1990’s and the law reinforcement that followed, evaluation structures were developed in banks and large firms. These structures deal with risk evaluation, management and control.
Module 2: Financial Engineering
Module 3: Financial Econometrics
Related courses in other majors Capital Markets presents an analysis of the recent changes in capital markets. It gives a global vision of the actors and stakes of financial intermediation. Financial Macroeconomics presents, from a macro economic point of view, interpretations of the notions of asset value, portfolio management, and risk premium. Monetary Policies is essential to the understanding of the strategies and methods used in central banks. In the same way, A good knowledge of the instruments of Corporate Finance is necessary to complete financial skills. Job opportunities exist in large firms and investment banks. Microeconomic Theory of Insurance explains the basic notions needed to draw up insurance contracts. It tackles the concepts of information asymmetry, moral hazard and anti-selection. Bachelier’s seminar (http://www.bachelier-paris.com/) offers mathematical finance courses at a PhD level; good students may follow these courses, mainly at the end of the program.
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