Training - Licence Management Science – Year 3

Introduction

Introduction to mathematical finance for management

Goal

Use of theoretical knowledge of financial mathematics to solve concrete and real problems

Audience

Pre-requisites:

• Principle financial calculation operations

Summary

LEARNING CONTENT

1. Recalls
2. Simple interest - commercial discount, rational discount
3. Compound interest
4. Annuities
5. Undivided loans
6. Bond issues
7. Investment update

Program

Duration: 39 hours

Language: English or French

Location: At the client's premises

Teacher: Dr Philippe P. Pébaÿ

Course: 25250000 – Financial Mathematics – 39h – 4 ECTS credits

Session: FALL 2018

Student evaluation

• Coursework: 50% One hour test (MCQ)
• Final Exam: 50% Three hour test

Bibliography

• [BF12] Marie Boissonade et Daniel Fredon : Mathématiques financières. Dunod, 2012.
• [FR06] Jean-Claude Fink et Thierry Rolando : Mathématiques financières. Vuibert, 2006.
• [Leg16] Benjamin Legros : Mathématiques financières. Collection : Mini Manuel. Dunod, 2016.
• [Neu12] Gérard Neuberg : Mathématiques financières et actuarielles. TD. Dunod, 2012.