Code
MGFE FIN 6208
Level
M2
Field
Finance
Language
Anglais/English
ECTS Credits
2
Class hours
16
Total student load
40
Program Manager(s)
Educational team
Introduction to the module
L’objectif de ce cours est de donner aux participants les éléments de compréhension des marchés listés, OTC, des fixations des prix ainsi que les mécanismes des appels de marge. La présentation des différents types de risques auxquels font face les banques ainsi que l'interprétation de la volatilité rencontrée sur les marchés financiers permettra aux étudiants d'avoir une vue globale des problématiques du monde la finance.
Learning goals/Programme objectives
- LG2 Having the ability to manage uncertainty and complexity with accuracy and rigor
- LG3 Having the foundations of responsible and sustainable management
- LG4 Having access to different cross disciplinary management approaches and tools
Learning objectives/Intended learning outcomes
- 2.1 - Identify and analyze in depth problems, causes and impacts
- 2.2 - Explore solutions, decisions, and their relative and absolute impacts
- 3.1 - Understand and employ basic concepts, knowledge and theories related to the discipline
- 3.2 - Apply discipline knowledge appropriately and effectively
- 4.3 - Apply cross-disciplinary management approaches and tools effectively and judiciously
Rubrics
A la fin de cet enseignement, les participants seront capables de:
* Comprendre les notions fondamentales des marchés listés, OTC, des fixations des prix et les mécanismes des appels de marge.
* Maîtriser et utiliser les notions de volatilité (historique et implicite), risque (avec un focus sur la VaR), corrélation, variance, covariance dans le cadre d’analyse fondamentale et d’analyse technique des marchés.
Content : structure and schedule
1. Histoire
2. Les Marchés Financiers
3. Mécanismes et Produits
4. Les Risques sur les Marchés Financiers
5. Les Options
6. La Volatilité
7. La Corrélation et Risque de Covariance
Sustainable Development Goals
Fiche ODD n°9 - Industrie, innovation et infrastructure
Number of SDG's addressed among the 17
1
Learning delivery
Mixte
Pedagogical methods
Cours, exercice et mise en pratique à partir de la Salle des Marchés - Société Générale
Evaluation and grading system and catch up exams
2 TDs notés sur 20 ayant une pondération de 50% chacun dans la note finale du module.
La présence est obligatoire pour ce module. Les absences non justifiées entraîneront une pénalité de 20% de la note du module.
CF2 : devoir sur table
Module Policies
Professor-Student Communication
● The professor will contact the students through their school email address (IMT-BS/TSP) and the Moodle portal. No communication via personal email addresses will take place. It is the student responsibility to regularly check their IMT-BS/TSP mailbox.
● Students can communicate with the professor by emailing him/her to his institutional address. If necessary, it is possible to meet the professor in his office during office-hours or by appointment.
Students with accommodation needs
If a student has a disability that will prevent from completing the described work or require any kind of accommodation, he may inform the program director (with supporting documents) as soon as possible. Also, students are encouraged to discuss it with the professor.
Class behavior
● Out of courtesy for the professor and classmates, all mobile phones, electronic games or other devices that generate sound should be turned off during class.
● Students should avoid disruptive and disrespectful behavior such as: arriving late, leaving early, careless behavior (e.g. sleeping, reading a non-course material, using vulgar language, over-speaking, eating, drinking, etc.). A warning may be given on the first infraction of these rules. Repeated violators will be penalized and may face expulsion from the class and/or other disciplinary proceedings.
● The tolerated delay is 5 minutes. Attendance will be declared on Moodle during these 5 minutes via a QR code provided by the teacher at each course start.
● Student should arrive on time for exams and other assessments. No one will be allowed to enter the classroom once the first person has finished the exam and left the room. There is absolutely no exception to this rule. No student can continue to take an exam once the time is up. No student may leave the room during an examination unless he / she has finished and handed over all the documents.
● In the case of remote learning, the student must keep his camera on unless instructed otherwise by the professor.
Honor code
IMT-BS is committed to a policy of honesty in the academic community. Conduct that compromises this policy may result in academic and / or disciplinary sanctions. Students must refrain from cheating, lying, plagiarizing and stealing. This includes completing your own original work and giving credit to any other person whose ideas and printed materials (including those from the Internet) are paraphrased or quoted directly. Any student who violates or helps another student violate academic behavior standards will be penalized according to IMT-BS rules.
Textbook Required and Suggested Readings
Les supports de l'intervenant
Keywords
volatilité, risque, corrélation, variance, covariance, mécanismes techniques, marchés