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Financial Engineering - Semester 5
Vous êtes ici :
Formation
Curriculum
->
Financial Engineering
->
Semester 5
Courses and group of courses name
ECTS
hours per student
MeQA
Numerical approaches for Finance
Technology conferences - 5MMCTIF6
1.5
18.0
Monte-Carlo methods in financial engineering - 5MMMMCF6
3.0
30.0
- 5MMSIC
1.5
18.0
Quantitative Finance
Principles of continuous time finance - 5MMPFTC6
2.0
24.0
Modelisation and Programmation Project - 5MMPMP6
2.0
24.0
Financial risk management - WMMF9M31
2.0
18.0
Structured products project
Project: Evaluation of Structured Products - 5MMPEPS4
6.0
24.0
Financial Math
Dynamic Management of Financial Risk 2 - 5MMMDT
2.0
18.0
Advanced numerical methods in finance - 5MMMNAF6
2.0
24.0
Mathematical bases for stochastic calculus - WMMFMA22
2.0
18.0
Tools for Finance
.NET Project - WMMF9M10
4.0
36.0
Parallel computing for financial applications - WMMF9M11
2.0
18.0
Financial Management
Bank management: risks, regulation and ethics - WMMF9M20
4.0
36.0
International Finance - WMMF9M21
2.0
18.0
Market Finance
Microstructure of Financial Markets - WMMF9M30
4.0
36.0
Financial risk management - WMMF9M31
2.0
18.0
Econometrics
Fianancial mathematical programmation project - WMMFMA10
4.0
36.0
Financial statistical methods - WMMFMA11
2.0
18.0
Math Tools for Finance
Partial differential equations for finance - WMMFMA20
2.0
18.0
Advanced Monte Carlo methods - WMMFMA21
2.0
18.0
Mathematical bases for stochastic calculus - WMMFMA22
2.0
18.0
Humanities and Social Sciences
English - 5MMANGL6
2.0
12.0
Business Project - 5MMREX
1.0
5.0
Sports - 5MMAPSA
1.0
24.0
Remedial English - 5MMSANG
0.0
10.5
Environment, Culture and langue (choice to add up between 1.0 and 2.0 ECTS)
Environment and Culture (choice of between 0 and 1 child element)
Law and IT - 5MMDROI6
1.0
18.0
Economic Politics - 5MMEPOL6
1.0
18.0
2nd Language (choice of between 0 and 1 child element)
German - 5MMALL6
1.0
18.0
Spanish - 5MMESP6
1.0
18.0
French - 5MMFRA6
1.0
18.0
2nd language at LANSAD - 5MMLV26
1.0
24.0
Tandem Project - 5MMTAND
1.0
0.0
Summer period PE6 (choice of between 0 and 1 child element)
Courses for Alternants
Analysis of Practices 5 - 5MM1ADP5
0.0
0.0
Debriefing 5 - 5MM1J2A5
0.0
0.0
Summer period PE6 - 5MM1PE4
2.0
0.0
I2MF
Numerical approaches for Finance
Technology conferences - 5MMCTIF6
1.5
18.0
Monte-Carlo methods in financial engineering - 5MMMMCF6
3.0
30.0
- 5MMSIC
1.5
18.0
Quantitative Finance
Principles of continuous time finance - 5MMPFTC6
2.0
24.0
Modelisation and Programmation Project - 5MMPMP6
2.0
24.0
Financial risk management - WMMF9M31
2.0
18.0
Structured products project
Project: Evaluation of Structured Products - 5MMPEPS4
6.0
24.0
Distributed & Parallel Systems
Advanced parallel computing - 5MMCPA
2.0
18.0
DAC Project : Development of communicating applications - 5MMPDAC6
2.0
24.0
Distributed applications - WMMFMB11
2.0
18.0
Tools for Finance
.NET Project - WMMF9M10
4.0
36.0
Parallel computing for financial applications - WMMF9M11
2.0
18.0
Financial Management
Bank management: risks, regulation and ethics - WMMF9M20
4.0
36.0
International Finance - WMMF9M21
2.0
18.0
Market Finance
Microstructure of Financial Markets - WMMF9M30
4.0
36.0
Financial risk management - WMMF9M31
2.0
18.0
Financial Computer Science
Real-time and heterogeneous data processing - WMMFMB10
2.0
18.0
Distributed applications - WMMFMB11
2.0
18.0
Portfolio choice and performance measures - WMMFMB12
2.0
18.0
Applications for Finance
Web-application building - WMMFMB20
4.0
36.0
- WMMFMB21
2.0
18.0
Humanities and Social Sciences
English - 5MMANGL6
2.0
12.0
Business Project - 5MMREX
1.0
5.0
Sports - 5MMAPSA
1.0
24.0
Remedial English - 5MMSANG
0.0
10.5
Environment, Culture and langue (choice to add up between 1.0 and 2.0 ECTS)
Environment and Culture (choice of between 0 and 1 child element)
Law and IT - 5MMDROI6
1.0
18.0
Economic Politics - 5MMEPOL6
1.0
18.0
2nd Language (choice of between 0 and 1 child element)
German - 5MMALL6
1.0
18.0
Spanish - 5MMESP6
1.0
18.0
French - 5MMFRA6
1.0
18.0
2nd language at LANSAD - 5MMLV26
1.0
24.0
Tandem Project - 5MMTAND
1.0
0.0
Summer period PE6 (choice of between 0 and 1 child element)
Courses for Alternants
Analysis of Practices 5 - 5MM1ADP5
0.0
0.0
Debriefing 5 - 5MM1J2A5
0.0
0.0
Summer period PE6 - 5MM1PE4
2.0
0.0
Update - 18/06/2017
Version française
Voir la version française de cette page
https://ensimag.grenoble-inp.fr/fr/formation/financial-engineering-semester-5-1