Master's program

Class Professor Length Summary
Interest-rate instruments and bond management Guillaume RIGEADE 12h

Objectives Acquire the basics of bond management in terms of risk management and instrument function. Outline I-Introduction to the asset management industry in the context of (click to read more)

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Interest rate instruments and Mugad rate derivatives Mugad OUMGARI 15h

Objectives The course is intended to be both theoretical and practical; its purpose is to introduce issues and problems that arise regarding evaluation and coverage of exotic rate products. (click to read more)

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Credit derivatives David ALLOUCHE 12h

Objectives   Understand credit risk. Understand the financial functioning of a CDS and other credit derivatives. Understand pricing. Outline 1 Credit risk Default risk (click to read more)

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Energy market derivatives: structure and valuation René AID 24h

Objectives This course attempts to provide students with an overall view of energy raw-materials markets: petroleum, gas, coal, uranium, electricity and freight, both in terms of price-forming mechanisms (click to read more)

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