This learning unit is not open to incoming exchange students!
Teacher(s)
Language
English
> French-friendly
> French-friendly
Prerequisites
- Mastery of English at the level of LANGL1330 course.
- LACTU2170 Valorisation financière des engagements actuariels.
Main themes
Liquidity risk, interest rate risk, duration-convexity, immunization, interest rate derivatives, hedging strategies.
Teaching materials
- transparents sur moodle
Faculty or entity
