Financial Engineering Degree
Sorbonne Université Continuing Education and Ecole polytechnique
Executive Education have joined their expertise in Science
to offer the Financial Engineering Degree for executives.
7 AUDIENCE Graduates in science with various backgrounds and training in applied
mathematics (including probability and statistics) / Market practitioners : IT quants, front office, middle office, risks, software editor, asset manager .
8 OBJECTIVES Understanding the emerging issues of Quantitative Finance in
connection with the regulation and economic upheavals (XVA, negative rates, multivalued rate curves, high-frequency trading, blockchains, cryptocurrencies)
B PROGRAM 2 units of skills : Unit of skills 1 : Financial Engineering / Fundamental tools and
methods. Unit of skills 2 : Financial Engineering / Advanced applications.
Targeted Skills Numerical methods for simulation/optimization as well as their parallel implementation (GPU). Statistical tools for calibration, high-frequency trading and automatic investment strategies. Financial Engineering for Investment and Fintech. Data Science for Finance. Quantitative Risk Management. Quantitative Portfolio Management.
INGÉNIERIE ET SCIENCES
1 9 MODALITÉS
Renseignements T. +33 (0) 1 69 59 66 63
Tarif : nous consulter