Master i CY Tech Finance, Mathematics (Applied), Computing, Simulation
- Bachelor
- Master
- PostMaster
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 Masters 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 Masters 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, 2025 (sera précisé dans votre offre académique)
Langue d'enseignement
Seulement en anglais
Niveau de langue à obtenir
Anglais B2
Partie M1
Site internet
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
Site internet
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 |
