Number of hours
- Lectures -
- Projects -
- Tutorials -
- Internship -
- Laboratory works 18.0
- Written tests -
ECTS
ECTS 3.0
Goal(s)
Minimum requirements. Design and produce a tool for the manager (who has sold) the structured product. This tool must allow him (at least):
- To update the data,
- To help him to manage his portfolio,
- To price the structured product.
Responsible(s)
Ollivier TARAMASCO
Content(s)
General steps:
- Perform a detailed financial analysis of the product (flows, risks, etc.)
- Discuss the models to be used (equities, interest rates, exchange rates, etc.) and the calibration problems they entail, starting from the simplest models.
- Designing specifications with the distribution of tasks between the various members of the group.
- Set up cooperative development tools (git...)
- Develop the tool in increments
This course is the "synthesis" of all the courses of the IF training!
Test
Pratical work: 100%
N1=100%CC1
N2=100%CC2
CC1 = contrôle continu sous forme de TP.
CC2 = contrôle continu sous forme de TP (TP à effectuer "à la maison", ce n'est pas un examen surveillé).
Calendar
The course exists in the following branches:
- Curriculum - Financial Engineering - Semester 9
Additional Information
Course ID : 5MMAGPS
Course language(s): 
You can find this course among all other courses.