Training Program


Students have the option of pursuing the degree by enrolling full-time and completing the program in as little as three semesters (43 credits hours) and one semester internship in an industrial environment or a research laboratory (12 credits hours).

The QCF Master Degree Curriculum consists of 18 courses (12 required and 6 elective from 12 offered).


Program of Master on QCF aims to train students who plan to apply mathematics and informatics to solve quantitative problems in finance:

· Ease to identify risk and how to manage (risk measure, stress test…)

· Ability to price and hedge vanilla derivatives on equity, commodity and interest rate

· Portfolio selection based on various methods (cf. using tools from artificial intelligence)

· Best-practices brought by practitioners through QCF Seminar.

Cours

Statistics and Financial Econometrics (3 credits ECTS)

Stochastic Calculus (3 credits ECTS)

Fundamentals of Derivative Pricing and Risk Analysis (3 credits ECTS)

Machine Learning and Data Mining (4 credits ECTS)

Linear Algebra and Optimization (3 credits ECTS)

Financial Market Instrument and practical (2 credits ECTS)

Models for Credit Risk Management (3 credits ECTS)

Models for Interest Rate Management (2 credits ECTS)

Derivative Pricing in Practice (3 credits ECTS)

Time series analytics and forecasting (2 credits ECTS)

Leadership Development (4 credits ECTS)

Decision Analysis (3 credits ECTS)

Macroeconomics (3 credits ECTS)

Quantitative Portfolio Analysis and Risk Management (2 credits ECTS)

Introduction to Scientific Research Method (3 credits ECTS)

Numerical Methods in Finance (2 credits ECTS)

Thesis (12 credits ECTS)


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