Program Overview

M2 - Parcours Probabilitťs et Finance

The objective of this course is to provide students with high-level teaching in the field of probabilistic mathematical finance. This includes the entire field of market finance, with a particular emphasis on derivative instruments, in-depth study of interest rates, risk analysis, and numerical methods, including recent developments in Machine Learning and AI.

Organisation

The M2 year is divided into two semesters. The first semester of intensive courses (from September 15 to December 21) consists of 2 UE of 15 ECTS, each with several compulsory courses. The second semester consists of a major and a minor of optional courses (from January 1 to March 31) and then an internship in a financial institution (from April 1 to September 30).

Public Visť

The target audience is holders of an M1 in applied mathematics and students in their third year of engineering school.

Admission

The prerequisites are:

• An excellent general level in applied mathematics, particularly in probabilities and statistics.
• A course that has prioritized probabilities with acquired knowledge in scientific calculation (programming in Python, C, C++).

Dťbouchťs

Graduates of this course are mainly oriented towards the research cells of financial institutions in France, Europe (London), and the rest of the world (USA, Asia). A fraction of them are oriented towards research (thesis, CIFRE thesis, etc.), and then towards academic careers.

Contacts

• Responsable du parcours: Gilles PagŤs
• Secrťtariat: Yann PONCIN

Liens Importants pour les …tudiants

Vie …tudiante

• Bourses, aides et dispositifs
• Santť et handicap
• Pratiques sportives et culturelles
• Vie associative et citoyenne
• Espaces de travail
• Restauration
• Logement
• Emploi ťtudiant

Candidater et S'inscrire

• Candidater en Master (M1 et M2)
• Modalitťs d'inscription et coŻts des ťtudes
• Inscription des ťtudiants internationaux
• Procťdure de transfert entre universitťs
• Calendriers et contrŰle des connaissances
• Recours suite ŗ un refus d'admission

Organiser sa Scolaritť

• Calendrier Universitaire
• Modalitťs de contrŰle des connaissances (MCC)
• Sportives et sportifs de haut niveau
• Orientation et insertion
• Conditions d'ťtudes et devenir des ťtudiantes et ťtudiants

Stages

• Informations sur les Stages, rťglementation, Conseils

International

• Carte des accords internationaux
• Partir ŗ l'ťtranger
• Venir ťtudier ŗ la facultť des sciences et de l'Ingťnierie
• FranÁais langue ťtrangŤre (FLE)
• Le diplŰme universitaire de retour aux ťtudes supťrieures des personnes exilťes (DU RESPE)