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项目介绍
The MSc in Financial Markets prepares students for international careers in financial markets and benefits from the school's ambitious research policy.
Students learn to price or hedge financial instruments, assess investments or select and manage portfolios. The MSc provides students with advanced knowledge:
- of the main financial instruments and their risks,
- portfolio construction and management techniques, including liability-driven investment,
- analytical concepts and financial and empirical modelling tools underpinning research and analysis of portfolios,
- securities trading.
The programme also offers students the opportunity to prepare for a professionnal certification, GARP's Financial Risk Manager (FRM) professional certification Part I.
Learning outcomes
- Master analytical and quantitative tools, valuation and risk management for fixed income and derivative instruments
- Assess portfolio strategy, management techniques and performance across a wide range of asset classes
- Analyse market risk and credit drivers, and perform securities trading
- Perform skilfull, financial risk management through use of key principles and tools
课程详细
| Core Courses |
Electives |
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- C++ for Finance
- Commodities
- Continuous-Time Finance
- Custody Services
- Investing in Smart Betas by EDHEC-Risk Institute
- Monetary Policy & Central Banks' Watching
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Major in Asset Management
Alternative investments
Characteristics of alternative investments from an asset allocation perspective (focus on hedge funds and commodity trading advisors); long/short equity strategies and other strategies; trades, main risks and quantitative tools for alternative investment analysis.
Asset management
Modern portfolio management; optimal asset allocation; portfolio construction; technical challenges; estimates of risk and expected returns; inclusion of alternative asset classes and investment styles; statistical benchmarks.
Investment solutions
From investment products to investment solutions: benchmarks improvements, liability-driven strategies, risk-controlled and life-cycle investments.
Tactical asset allocation
Methodological foundations and tactical asset allocation strategies.
Major in Trading
Fundamentals of trading
Market microstructure; workings of securities trading; impact of market structures on trading strategies; management of trading costs.
Market risk measurement
Introduction to market risk: volatility, risk factors and shortfalls. Managing and measuring risks of financial portfolios.
Trading in practice
Real trading situations in commodities, derivatives or other financial securities; sessions are conducted by professional traders in our trading room. |
