Syllabus overview (public)

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
ECTS	5
Level	5 (year post baccalaureate)
Semester	Fall/Spring
Module name	Valuation of Financial Derivatives with VBA
Field (Discipline)	Finance
Academic Department	Finance

Outline

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. 

Pre-requisite

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