Financial Engineering - Semester 5

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

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Technology conferences - 5MMCTIF6	1.5	18.0
Monte-Carlo methods in financial engineering - 5MMMMCF6	3.0	30.0
- 5MMSIC	1.5	18.0

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

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

.NET Project - WMMF9M10	4.0	36.0
Parallel computing for financial applications - WMMF9M11	2.0	18.0

Bank management: risks, regulation and ethics - WMMF9M20	4.0	36.0
International Finance - WMMF9M21	2.0	18.0

Microstructure of Financial Markets - WMMF9M30	4.0	36.0
Financial risk management - WMMF9M31	2.0	18.0

Fianancial mathematical programmation project - WMMFMA10	4.0	36.0
Financial statistical methods - WMMFMA11	2.0	18.0

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

Law and IT - 5MMDROI6	1.0	18.0
Economic Politics - 5MMEPOL6	1.0	18.0

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

Analysis of Practices 5 - 5MM1ADP5	0.0	0.0
Debriefing 5 - 5MM1J2A5	0.0	0.0
Summer period PE6 - 5MM1PE4	2.0	0.0

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

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