"Risk and Insurance" track
Cliquez ici pour modifier.
1st trimester (30 ECTS)
During the first term, classes take place on Mondays, Tuesdays and Fridays.
UE1 Fundamental courses (15 ECTS)
Two mandatory courses:
2 or 3 courses to be chosen, for a total of 9 ECTS, among:
UE1 Fundamental courses (15 ECTS)
Two mandatory courses:
- Mathematics of insurance - Jean-Philippe MÉDECIN (3 ECTS)
- Microeconomics of insurance – Emily Tanimura (3 ECTS)
2 or 3 courses to be chosen, for a total of 9 ECTS, among:
- Stochastic calculus: Application to finance - Christophe CHORRO (cours double, 36 ECTS)
- Market risk measures – Noufel FRIKHA (3 ECTS)
- Decision under uncertainty and portfolio management – Xiangyu QU (3 ECTS)
- Financial Products and Introduction to Pricing – Nicolas GAUSSEL (3 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 :
*It is strongly recommended to have taken the Stochastic Calculus course
UE3 Advanced courses (10 ECTS)
Four advanced courses to choose among :
- Actuarial science – Jean-Philippe MÉDECIN (2,5 ECTS)
- Life insurance – Emmanuel DALBARADE (2,5 ECTS)
- Yield curve models* – Nicolas GAUSSEL (2,5 ECTS)
- Asset liability management – Ludovic MOREAU (2,5 ECTS)
- Reinsurance – Hélène GELÉ (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 Finance track
*It is strongly recommended to have taken the Stochastic Calculus course
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.
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.
