"Risk and Insurance" 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
UE2
- Mathematics of insurance – Jean-Philippe MÉDECIN
- Microeconomics of insurance – Pascal GOURDEL
- Stochastic calculus: Application to finance - Christophe CHORRO (double course)
- Market risk measures – Olivier GUEANT
- Decision under uncertainty and portfolio management – Vassili VERGOPOULOS
- Foundations of finance – Etienne KOEHLER
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 (3 x 3 = 9 ECTS) among:
3rd Trimester
Methodology seminar
UE4 : Apprenticeship or Internship
4 advanced courses of 18h (3 x 3 = 9 ECTS) among:
- Actuarial science – Nicolas BARADEL
- Life insurance – Jean-Philippe MÉDECIN
- Yield curve models – Etienne KOEHLER
- Asset liability management – Ludovic MOREAU
- Reinsurance – Hélène GELÉ
- 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
