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Titre officiel : Master en Finance Quantitative et Gestion du Risque

CY Tech

Durée de la formation

2 ans

Coût académique moyen constaté hors assurance

14 000€

Accréditation:

Organisme d'accréditation: DGESIP

Prérequis de la formation

Licence (ou équivalent)

Type de formation

  • Formation initiale

Domaines

  • Finance, Mathematics (Applied), Computing, Simulation

La section M1 est enseignée par

  • EISTI

La section M2 est enseignée par

  • EISTI

Description de la formation

This Master’s degree offers a 3-skilled approach, in Computer Science, Mathematics and Finance and covers the whole chain of quantitative finance, from theoretical aspects to the application in a professional setting. The chain can be described as follows:
- Description of the market and financial products
- Mathematical models of finance
- Mathematical models of risk
- Numerical resolution: computer-aided simulation
- Calibration and asset evaluation
M1 focuses on acquisition and development of tools in Quantitative Finance and Risk Management
Students who hold a Bachelor degree in applied mathematics, quantitative finance or a related discipline with a grade ≥ 3, can be exempted of M1 and can enter directly in M2
This Master’s degree offers a 3-skilled approach, in Computer Science, Mathematics and Finance and covers the whole chain of quantitative finance, from theoretical aspects to the application in a professional setting. The chain can be described as follows:
- Description of the market and financial products
- Mathematical models of finance
- Mathematical models of risk
- Numerical resolution: computer-aided simulation
- Calibration and asset evaluation
M2 focuses on proficiency courses in Quantitative Finance and Risk Management

Master en Finance Quantitative et Gestion du Risque

Prérequis du niveau de langue

The minimum language level required, namely : B1 in English will be verified no later than end of April, 2024 (sera précisé dans votre offre académique)

Langue d'enseignement

Seulement en anglais

Niveau de langue à obtenir

Anglais B2

Partie M1

Localisation

EISTI
avenue du Parc 95000 CERGY

Coût académique moyen constaté hors assurance

7000€

Core

Crédits Heures Langue
Measure and Integration 2.00 20.00 Anglais
Functional Analysis 3.00 30.00 Anglais
Stochastic Processes-Discrete/Continuous Time 5.50 55.00 Anglais
Optimization 2.50 25.00 Anglais
Jump Processes and Application 3.00 30.00 Anglais
PDE 3.00 30.00 Anglais
Monte Carlo Simulations 3.00 30.00 Anglais
Finite Difference Computation 2.50 25.00 Anglais
Calibration of Financial Models 2.00 20.00 Anglais
Interdisciplinary Project 5.00 50.00 Anglais
Risk Management in a mono-period Financial Market, Derivatives 4.00 40.00 Anglais
Contingent Claim Valuation 3.00 30.00 Anglais
Portfolio Management and Financial Risks 3.00 30.00 Anglais
Mathematics Applied to Insurance 3.00 30.00 Anglais
French as a Foreign Language/Cultural openness 4.50 45.00 Français
Bloomberg Trading 3.00 30.00 Anglais
Introduction to Quantitative Finance 3.00 25.00 Anglais
VBA programming 2.00 20.00 Anglais
C++ and Object Oriented Design 3.00 30.00 Anglais

Partie M2

Localisation

EISTI
avenue du Parc 95000 CERGY

Coût académique moyen constaté hors assurance

7000€

Core

Crédits Heures Langue
Mathematical Tools in Finance 5.00 50.00 Anglais
Mathematical Statistics 2.00 20.00 Anglais
Advanced Numerical Methods for PDE in Finance 3.00 30.00 Anglais
Simulations 2.50 25.00 Anglais
Calibration 3.00 30.00 Anglais
Theory of Contingent Claims 4.00 45.00 Anglais
Interest Rate, Exchange and Inflation Markets 3.00 30.00 Anglais
Portfolio Management 2.50 25.00 Anglais
Imperfect Markets 1.50 20.00 Anglais
Dynamic Hedging and Risk Measures 1.50 20.00 Anglais
Business Evaluation 3.00 35.00 Anglais
Jump Processes in Finance and Simulation 3.00 30.00 Anglais
Practical Portfolio Management and Contingent Claim 1.50 20.00 Anglais
Practical Portfolio Management in Fixed Income 1.50 20.00 Anglais
French as a Foreign Language/Cultural openness 3.00 42.00 Français
Final Project 10.00 150.00 Anglais

Core

Crédits Heures Langue
Business Internship (from mid-April) of 22 weeks 10.00 700.00 Français