"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 (except for a double course of 36-hour and 6 ECTS).
Each course is a 18-hour course and accounts for 3 ECTS (except for a double course of 36-hour and 6 ECTS).
1st Trimester
UE1
- Stochastic calculus: Application to finance - Christophe CHORRO (double course)
- Financial Products and Introduction to Pricing – Nicolas GAUSSEL
- Decision under uncertainty and portfolio management – Xiangyu QU
- Market risk measures – Noufel FRIKHA
- One of the previous 3 courses can be replaced by a course of M2 MMMEF or IRFA
- Foreign language : English – Gordana De LA RONCIÈRE
- Computer training C++ – Sonia VANIER
- Computer training: Advanced Python for Optimisation and Finance - Olivier GUÉANT, or VBA
- Data science software – Bertrand HASSANI
- Seminar Professional cases – Isabelle NAGOT
2nd Trimester
UE3 4 advanced courses of 18h among:
- Yield curve models – Nicolas GAUSSEL
- Asset liability management – Ludovic MOREAU
- Applied Derivative Pricing – Jérémy BONNEFOY
- Advanced Topics in Financial Modeling – Nicolas GAUSSEL
- Topics in Machine Learning – Sonia VANIER
- Any other course of M2 MMMEF or IRFA
3rd Trimester
Methodology seminar
UE4 : Apprenticeship or Internship
