Asset Pricing and Portfolio Management (SEM)

Informations générales

  • ECTS

    ECTS 2

Goal(s)

To apprehend the concepts and methods of asset pricing and portfolio management.

Content(s)

Presentation of the financial markets
- Organization of the markets
- Presentation of the agents
The Stock Market
- Return and risk
- Capital Asset Princing Model
- Introduction to portfolio management
Derivatives
- Futures, forwards, options
- Hedging strategies

Prerequisites :

Test

Active participation to practical works and final exam

Calendar

S1

Additional Information

24h =20 h CM + 4 h BE

Bibliography

- F.J. Fabozzi et F. Modigliani, « Capital Markets, Institutions and Instruments », Prentice Hall, International Edition, 3rd Edition, 2003, 644p.
- M. Bellalah, « Gestion de portefeuille, analyse quantitative de la rentabilité et des risques», Pearson Education, 2004, 481p.
- J. Hull, « Options, Futures et autres actifs dérivés », Pearson Education, 5ème édition, 2004, 806p.

French State controlled diploma conferring a Master's degree

diplôme conférant grade de master contrôlé par l'Etat