Financial Engineering - Semester 9

Curriculum->Financial Engineering->Semester 9

Courses and group of courses name

ECTS

hours per student

- MeQA
- - Monte-Carlo methods in financial engineering - 5MMMMCF 4.0 36.0
    American Options: Theory & Algorithms - 5MMOATA 2.0 9.0
- - Modeling in Finance
  - Stochastic modeling for finance - 5MMMSF 2.0 18.0
    Dynamic Management of Financial Risk 2 - 5MMMT 4.0 25.5
- - Ethical Finance - WMMF9M23 2.0 18.0
    .NET Project - WMMF9M50 4.0 30.0
- - Neural Networks for Pricing - WMMF9M40 3.0 24.0
    Machine Learning - WMMFMA28 3.0 24.0
- - Numerical approaches for Finance
  - Technology conferences - 5MMCTIF9 2.0 24.0
    Project - 5MMPCPD 2.0 24.0
    Valo - 5MMVCPD 2.0 18.0
- - Structured products project
  - Application of Structured product management - 5MMAGPS 3.0 18.0
    Hedging financial derivatives with multiple payement dates - 5MMPCMF 3.0 27.0
- - Market Finance
  - Banking Risk Management - WMMF9M22 2.0 18.0
    Microstructure of Financial Markets - WMMF9M30 4.0 36.0
- - Econometrics
  - Financial mathematical programmation project - WMMFMA12 4.0 36.0
    Financial statistical methods - WMMFMA13 2.0 18.0
- - Math Tools for Finance
  - Principles of continuous time finance - WMMF9M13 2.0 24.0
    Partial differential equations for finance - WMMFMA26 2.0 18.0
    Selected Papers for Finance - WMMFMA27 2.0 1.5
- - Humanities and Social Sciences
  - English - 5MMANGL6 2.0 12.0
    Kaleidoscope - 5MMKAL 2.0 0.0
    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 (optional)
      - Law and IT - 5MMDROI6 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 SL UGA - 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
- - Responsible Finance
  - Ethical Finance - WMMF9M23 2.0 18.0
    Investment Strategies - WMMFMB22 4.0 30.0
- - Dynamic Portfolio Management
  - .NET Project - WMMF9M50 4.0 30.0
    Portfolio choice and performance measures - WMMFMB12 2.0 18.0
- - - 5MMCAFS 4.0 36.0
    - 5MMCL 2.0 18.0
- - Data and Distributed Systems
  - Real-time and heterogeneous data processing - WMMF9M51 2.0 18.0
    Development of communicating applications - WMMF9M52 4.0 36.0
- - Numerical approaches for Finance
  - Technology conferences - 5MMCTIF9 2.0 24.0
    Project - 5MMPCPD 2.0 24.0
    Valo - 5MMVCPD 2.0 18.0
- - Structured products project
  - Application of Structured product management - 5MMAGPS 3.0 18.0
    Hedging financial derivatives with multiple payement dates - 5MMPCMF 3.0 27.0
- - Quantitative Finance
  - Monte-Carlo methods in financial engineering - 5MMMMCF 4.0 36.0
    Principles of continuous time finance - WMMF9M13 2.0 24.0
- - Market Finance
  - Banking Risk Management - WMMF9M22 2.0 18.0
    Microstructure of Financial Markets - WMMF9M30 4.0 36.0
- - Computer Learning for Finance
  - Neural Networks for Pricing - WMMF9M40 3.0 24.0
    Automatic Language Analysis - WMMFMB13 3.0 24.0
- - Humanities and Social Sciences
  - English - 5MMANGL6 2.0 12.0
    Kaleidoscope - 5MMKAL 2.0 0.0
    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 (optional)
      - Law and IT - 5MMDROI6 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 SL UGA - 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

Date of update July 11, 2018

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École nationale supérieure d'informatique et de mathématiques appliquées
681, rue de la passerelle - Domaine universitaire - BP 72
38402 SAINT MARTIN D'HERES

Monte-Carlo methods in financial engineering - 5MMMMCF	4.0	36.0
American Options: Theory & Algorithms - 5MMOATA	2.0	9.0

Stochastic modeling for finance - 5MMMSF	2.0	18.0
Dynamic Management of Financial Risk 2 - 5MMMT	4.0	25.5

Ethical Finance - WMMF9M23	2.0	18.0
.NET Project - WMMF9M50	4.0	30.0

Neural Networks for Pricing - WMMF9M40	3.0	24.0
Machine Learning - WMMFMA28	3.0	24.0

Technology conferences - 5MMCTIF9	2.0	24.0
Project - 5MMPCPD	2.0	24.0
Valo - 5MMVCPD	2.0	18.0

Application of Structured product management - 5MMAGPS	3.0	18.0
Hedging financial derivatives with multiple payement dates - 5MMPCMF	3.0	27.0

Banking Risk Management - WMMF9M22	2.0	18.0
Microstructure of Financial Markets - WMMF9M30	4.0	36.0

Financial mathematical programmation project - WMMFMA12	4.0	36.0
Financial statistical methods - WMMFMA13	2.0	18.0

Principles of continuous time finance - WMMF9M13	2.0	24.0
Partial differential equations for finance - WMMFMA26	2.0	18.0
Selected Papers for Finance - WMMFMA27	2.0	1.5

English - 5MMANGL6	2.0	12.0
Kaleidoscope - 5MMKAL	2.0	0.0
Business Project - 5MMREX	1.0	5.0

German - 5MMALL6	1.0	18.0
Spanish - 5MMESP6	1.0	18.0
French - 5MMFRA6	1.0	18.0
2nd language at SL UGA - 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

Ethical Finance - WMMF9M23	2.0	18.0
Investment Strategies - WMMFMB22	4.0	30.0

.NET Project - WMMF9M50	4.0	30.0
Portfolio choice and performance measures - WMMFMB12	2.0	18.0

Real-time and heterogeneous data processing - WMMF9M51	2.0	18.0
Development of communicating applications - WMMF9M52	4.0	36.0

Neural Networks for Pricing - WMMF9M40	3.0	24.0
Automatic Language Analysis - WMMFMB13	3.0	24.0