048FM2ML6

Financial Mathematics 2

This course is the continuity of its first part and aims to give the applied aspect of the financial mathematics learned into insurances, banks and other companies. In this semester, still in alignment with the SOA FM exam, students continue to take the material of this exam with an accent on how to apply this knowledge into the figures of the companies or the studies of investment strategies. The course is mostly based on real-case applications (mainly on excel from real datasets) making it very useful for the different job fields. The large topics covered will be interest rates implications in the financial world, maturity gaps and liquidity gaps aspects and asset liability management (through duration and ponderation of different financial instruments). In addition, the last part of the course covers the stock prices simulations and fitting opening discussion to real financial crisis simulations and portfolio losses/gains.


Temps présentiel : 12.5 heures


Charge de travail étudiant : 50 heures


Méthode(s) d'évaluation : Participation et assiduité, Projets, Travaux pratiques contrôlés

Ce cours est proposé dans les diplômes suivants
 Licence en mathématiques
Licence en mathématiques