en:ddefifina2022

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en:ddefifina2022 [2022/05/05 16:38] – [Course content] cpoueten:ddefifina2022 [2022/07/04 15:25] (Version actuelle) – [Course metadata] cpouet
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   * Language of instruction: English   * Language of instruction: English
   * Coordinator: tba   * Coordinator: tba
-  * Instructor(s): Grégoire Hug (WeeFin), Bolanjinva Randrianarizafy (Natixis), Julien Belon (Arx Corporate Finance), Vincent Bonnamy (La Banque Postal Asset Management) +  * Instructor(s): Grégoire Hug (WeeFin), Réda Rahal (BNP Paribas), Julien Belon (Arx Corporate Finance), Vincent Bonnamy (La Banque Postal Asset Management) 
-  * //Last update 05/05/2022 by C. Pouet//+  * //Last update 04/07/2022 by C. Pouet//
  
 ==== Brief description ==== ==== Brief description ====
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 This course unit is divided into four parts: This course unit is divided into four parts:
-  * ** Portfolio management ** (tba hours) taught by Grégoire Hug. +  * ** Portfolio management ** (24 hours) taught by Grégoire Hug. 
-  * ** Credit risk ** (tba hours) taught by Bolanjinva Randrianarizafy: this part is dedicated to credit risk and its role in banking regulation. +  * **  Financial risk management ** (24 hours) taught by Réda Rahal: this part is dedicated to credit risk and its role in banking regulation. 
-  * **Applied finance ** (tba hours) taught by Julien Belon and Vincent Bonnamy: this part is about the theoretical aspects of corporate and market finance applied in real life.  +  * **Applied finance ** (24 hours) taught by Julien Belon and Vincent Bonnamy: this part is about the theoretical aspects of corporate and market finance applied in real life.  
-  * **Data Project: data sources and preprocessing** (tba hours) taught by tba.+  * **Data Project: data sources and preprocessing** (20 hours) taught by tba.
  
 ==== Learning outcomes ==== ==== Learning outcomes ====
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   - Project: Portfolio construction   - Project: Portfolio construction
  
-=== Credit risk ====+===  Financial risk management ====
   - Introduction: bonds and OTC transactions   - Introduction: bonds and OTC transactions
   - Modeling defaults: structural models and ratings   - Modeling defaults: structural models and ratings
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     * Roland Portait, Patrice Poncet (2014). Market Finance.     * Roland Portait, Patrice Poncet (2014). Market Finance.
     * Franck J. Fabozzi (2012). The Handbook of Fixed Income Securities.     * Franck J. Fabozzi (2012). The Handbook of Fixed Income Securities.
-  - Credit risk+  -  Financial risk management
     * Gourieroux C. and Tiomo, A. (2007) Risque de crédit : une approche avancée, Economica.     * Gourieroux C. and Tiomo, A. (2007) Risque de crédit : une approche avancée, Economica.
     * Merton R. (1998) Continuous time finance, Blackwell Publishers.     * Merton R. (1998) Continuous time finance, Blackwell Publishers.
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