2 years
14 000€
Accreditation Provider: DGESIP
Bachelor (or equivalent)
The minimum language level required, namely : B1 in English will be verified no later than end of April, 2024 (to be confirmed in your academic offer)
Only English
English B2
EISTI
avenue du Parc 95000 CERGY
7000€
| Credits | Hours | Language | |
|---|---|---|---|
| Measure and Integration | 2.00 | 20.00 | English |
| Functional Analysis | 3.00 | 30.00 | English |
| Stochastic Processes-Discrete/Continuous Time | 5.50 | 55.00 | English |
| Optimization | 2.50 | 25.00 | English |
| Jump Processes and Application | 3.00 | 30.00 | English |
| PDE | 3.00 | 30.00 | English |
| Monte Carlo Simulations | 3.00 | 30.00 | English |
| Finite Difference Computation | 2.50 | 25.00 | English |
| Calibration of Financial Models | 2.00 | 20.00 | English |
| Interdisciplinary Project | 5.00 | 50.00 | English |
| Risk Management in a mono-period Financial Market, Derivatives | 4.00 | 40.00 | English |
| Contingent Claim Valuation | 3.00 | 30.00 | English |
| Portfolio Management and Financial Risks | 3.00 | 30.00 | English |
| Mathematics Applied to Insurance | 3.00 | 30.00 | English |
| French as a Foreign Language/Cultural openness | 4.50 | 45.00 | French |
| Bloomberg Trading | 3.00 | 30.00 | English |
| Introduction to Quantitative Finance | 3.00 | 25.00 | English |
| VBA programming | 2.00 | 20.00 | English |
| C++ and Object Oriented Design | 3.00 | 30.00 | English |
EISTI
avenue du Parc 95000 CERGY
7000€
| Credits | Hours | Language | |
|---|---|---|---|
| Mathematical Tools in Finance | 5.00 | 50.00 | English |
| Mathematical Statistics | 2.00 | 20.00 | English |
| Advanced Numerical Methods for PDE in Finance | 3.00 | 30.00 | English |
| Simulations | 2.50 | 25.00 | English |
| Calibration | 3.00 | 30.00 | English |
| Theory of Contingent Claims | 4.00 | 45.00 | English |
| Interest Rate, Exchange and Inflation Markets | 3.00 | 30.00 | English |
| Portfolio Management | 2.50 | 25.00 | English |
| Imperfect Markets | 1.50 | 20.00 | English |
| Dynamic Hedging and Risk Measures | 1.50 | 20.00 | English |
| Business Evaluation | 3.00 | 35.00 | English |
| Jump Processes in Finance and Simulation | 3.00 | 30.00 | English |
| Practical Portfolio Management and Contingent Claim | 1.50 | 20.00 | English |
| Practical Portfolio Management in Fixed Income | 1.50 | 20.00 | English |
| French as a Foreign Language/Cultural openness | 3.00 | 42.00 | French |
| Final Project | 10.00 | 150.00 | English |
| Credits | Hours | Language | |
|---|---|---|---|
| Business Internship (from mid-April) of 22 weeks | 10.00 | 700.00 | French |
