Advanced Finance

LLSMS2223  2017-2018  Louvain-la-Neuve

Advanced Finance
5.0 credits
30.0 h
1q

Teacher(s)
Dechaene Tom ; Iania Leonardo ;
Language
Anglais
Prerequisites
  • Econometrics, Finance and Fundamental mathematical and statistical concepts. Concepts covered in courses such as the ones listed below should be known.
  • Econométrie [ LECGE1316 ]
  • Mathématiques en économie et gestion I [ LECGE1112 ]
  • Mathématiques en économie et gestion II [ LECGE1230 ]
  • Statistique en économie et gestion I [ LECGE1114 ]
  • Statistique en économie et gestion II [ LECGE1224 ]
  • Finance [ LECGE1332 ]
Main themes

The course will be divided in two main parts:

Part 1 (by Prof. Leonardo Iania): Financial Markets/pricing:

  • Portfolio theory/CAPM/CCAPM
  • Investing in a renewable energy generating company: a real life business case
  • Bloomberg Market Concepts ®

Part 2 (by Prof. Tom Dechaene): Introduction to banking:

  • Financial ratios, credit risk, interest rate risk, etc.
  • Excel application of a banks' balance sheets
Aims

During their programme, students of the LSM Master's in management or Master's in Business engineering will have developed the following capabilities'

KNOWLEDGE AND REASONING

2.2 Master highly specific knowledge in one or two areas of management: advanced and current research-based knowledge and methods.

A SCIENTIFIC AND SYSTEMATIC APPROACH

3.3 Consider problems using a systemic and holistic approach: recognize the different aspects of the situation and their interactions in a dynamic process.

WORK EFFECTIVELY IN AN INTERNATIONAL AND MULTICULTURAL ENVIRONMENT

5.2 Understand the international socio-economic dimensions of an organization and identify the associated strategic issues and operational decisions.

TEAMWORK AND LEADERSHIP

6.1 Join in and collaborate with team members. Be open and take into consideration the different points of view and ways of thinking, manage differences and conflicts constructively, accept diversity.

The contribution of this Teaching Unit to the development and command of the skills and learning outcomes of the programme(s) can be accessed at the end of this sheet, in the section entitled “Programmes/courses offering this Teaching Unit”.

Content
  • Portfolio theory
  • CAPM and consumption CAPM
  • Bloomberg Market Concepts ®
  • Financial ratios, credit risk, interest rate risk, etc.
  • Excel application of a banks' balance sheets
Teaching methods

In-class lectures. Online forums. In class group work. Self-study at the Bloomberg terminals. Case study

Evaluation methods

For the exam session of January, we will use a continuous evaluation approach and  your grade will be composed of the following parts:

  • In class assignments
  • Bloomberg market concept test
  • Written test

For the exam session of June or September, your grade will be composed of the following parts:

  • Final exam
Bibliography

Class notes and scientific articles. Please check https://sites.google.com/site/ianialeonardo/

Faculty or entity


Programmes / formations proposant cette unité d'enseignement (UE)

Program title
Sigle
Credits
Prerequisites
Aims
Master [120] in Business Engineering
5
-

Master [120] in Business Engineering
5
-