"Engineering of Financial Mathematics" track

1st trimester (30 ECTS)

During the first term, classes take place on Mondays, Tuesdays and Fridays.

UE1  Fundamental courses (15 ECTS)

• Stochastic calculus: Application to finance - Christophe CHORRO (cours double, 6ECTS)
• Financial Products and Introduction to Pricing – Nicolas GAUSSEL (3 ECTS)
• Decision under uncertainty and portfolio management – Xiangyu QU (3 ECTS)
• Market risk measures – Noufel FRIKHA (3 ECTS)

UE2  (15 ECTS)

• ​Foreign language : English (3 ECTS)
  
• Computer training C++ – Pierre GRUET (3 ECTS)
  
• Data science software – Bertrand HASSANI (3 ECTS)
• Seminar Professional cases – Isabelle NAGOT (3 ECTS)
• One course to choose  (3 ECTS) among
  - Advanced Python for Optimisation and Finance  - Mohamed MRAD
  - VBA - Karl EL KALLAB
  

 2nd Trimester (10 ECTS)

During the second term, classes take place on Mondays and Fridays.
 UE3 Advanced courses (10 ECTS)

Four advanced courses to choose among :

• Yield curve models – Nicolas GAUSSEL (2,5 ECTS)
• Asset liability management – Ludovic MOREAU (2,5 ECTS)
  
• ​Applied Derivative Pricing – Jérémie BONNEFOY (2,5 ECTS)
  
• Advanced Topics in Financial Modeling – Nicolas GAUSSEL (2,5 ECTS)
• Topics in machine learning – Fabien NAVARRO (2,5 ECTS)
  
• ​One of the above courses may be replaced, subject to the approval of the programme director, by a course from the M2 MMMEF or from the IRFA Risk and Insurance track 
  

 3rd et 4th  Trimesters (20 ECTS)

Methodology Seminar: four compulsory sessions on Thursday evenings between April and May.

UE4 : Apprenticeship or Internship (20 ECTS)
A professional assignment for apprenticeship students, or an internship in a company lasting at least five months, leading to the writing of a master’s thesis and an oral defence.