Syllabus overview (public)

× Note! You need to be authenticated to see more details about syllabi. If you have an ESCP Europe account please login.       Login
Programme Master in Management
Academic Year Academic Year 2023/2024
Module/course Code EA07
Delivery location Paris
Language English
Course type Elective courses 30h
Contact hours 30
Level 5 (year post baccalaureate)
Semester Fall/Spring
Module name Valuation of Financial Derivatives with VBA
Field (Discipline) Finance
Academic Department Finance


Module/course Summary

The course gives an overview of the algorithms and mathematical methods used by practitioners to value simple and exotic financial derivatives. These methods are illustrated with numerical examples and programming applications in Excel and VBA. The course also introduces credit risk and credit derivatives. 


Students are expected to have taken a basic course on financial derivatives and should have a strong mathematical background