Structured Finance and Credit Derivatives

Catalogue des cours de Institut Mines-Télécom Business School

Code

MGFE FIN 6205

Niveau

M2

Semestre

Fall

Domaine

Finance

Langue

Français/French,Anglais/English

Crédits ECTS

2

Heures programmées

30

Charge de travail

50

Coordonnateur(s)

Département

  • Droit, Economie et Finance

Equipe pédagogique

Acquis d'apprentissage

*Define structured finance and explain its role in financing both financial and non-financial corporations

*Define credit risk and describe the approaches to estimate credit risk

*Characterize the main features of credit derivatives, their cash flows and explain the principles of credit derivative pricing

*Describe the securitization process and assess the cash flow structure of securitized assets

*Discuss the role of structured finance/credit derivatives in the 2008 financial crisis

*Define leveraged buyouts (LBOs) and describe the financing of LBOs

Contenu

PGE-1 : acquérir des aptitudes fondamentales

Prérequis

Basic notions of stock and bond markets and pricing as well as options and derivatives

Evaluation

Attendance
Midterm
Final Exam
Project

Approches pédagogiques

Lectures, in-class exercises, project, films

Programme

Programme grande école

Fiche mise à jour le 04/09/2018