"Engineering of Financial Mathematics" track

Courses are divided into two categories: (i) fundamental courses and (ii) specialization and advanced courses. Each course is a 18-hour course and accounts for 3 ECTS, apart from "double" courses which are 36-hour courses and account for 6 ECTS.

1st Trimester
UE1 

  • Stochastic calculus: Application to finance - Christophe CHORRO (double course)
  • Introduction to finance – Etienne KOEHLER
  • Decision under uncertainty and portfolio management – Vassili VERGOPOULOS
  • Market risk measures – Olivier GUEANT



UE2
  • ​Foreign language : English – Gordana De LA RONCIÈRE
  • Computer training C++ – Natalia PIATOWSKA
  • Computer training VBA – Natalia PIATOWSKA or Python - Iulia MANZIUK
  • Data science software – Bertrand HASSANI
  • Seminar Professional cases – Isabelle NAGOT

2nd Trimester
​UE3   4 advanced​ courses of 18h among:

  • Yield curve models – Etienne KOEHLER
  • Asset liability management – Ludovic MOREAU
  • ​Derivatives pricing cases – Jérémy BONNEFOY
  • Credit Risk – Etienne KOEHLER
  • An introduction to data science and big data – Fabrice ROSSI (M2 MMMEF)

3rd Trimester
Methodology seminar 

UE4 : Apprenticeship or Internship