Syllabus overview (public)

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Programme Master in Management
Academic Year Academic Year 2023/2024
Module/course Code FC01
Delivery location Paris
Language English
Course type Elective courses 30h
Contact hours 30
ECTS 5
Level 5 (year post baccalaureate)
Semester Spring
Field (Discipline) Finance
Academic Department Finance

Outline


Module/course Summary

The course describes models used by financial institutions to price and hedge financial derivatives. The first part of the course introduces the underlying mathematical models and tools and presents several applications to the valuation of financial derivatives. The second part describes interest rate derivatives, their use in practice and several methods used by practitioners to value them. Students who take this course should have taken a basic course on financial derivatives and have a good mathematical background.