Courses
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Derivatives pricing - LLSMS 2225 (UCLouvain)
Master in business engineering (financial engineering track)
LLSMS2225-PartI-ho.pdfI. Probability theory
LLSMS2225-PartII-ho.pdfII. Risk-neutral valuation
LLSMS2225-PartIII-ho.pdfIII. Pricing via replication
LLSMS2225-PartIV_ho.pdfIV. Beyond BSM model (under consruction)
Credit & Interest Rates risks - LLSMS 2226 (UCLouvain)
Master in business engineering (financial engineering track)
Forthcoming ...
Statistiques & probabilités - MQANT 1113 (UCLouvain)
Bachelor in management sciences & Bachelor in business engineering
Notes1113-All.pdfNotes de cours
ch1_ho.pdfI. Notions de base
ch2_ho.pdfII. Variables discrètes
ch3_ho.pdfIII. Variables continues
ch4_ho.pdfIV. Variables bivariées
ch5_ho.pdfV. Séries statistiques
ch6_ho.pdfVI. Statistiques de base
ch7_ho.pdfVII. Echantillonage & TCL
Risk management - MGEHD 2229 (UCLouvain)
Master in management sciences - evening classes
MGEHD2229-ChI_ho.pdfI. Concept & measurement of risk
MGEHD2229-ChII_ho.pdfII. Stocks
MGEHD2229-ChIII_ho.pdfIII. Fixed Income
MGEHD2229-Ex-All.pdfExercises
Enjeux de la finance durable - MLSMM 2123 (UCLouvain)
(Part II: Financing the transition)
Master in management sciences & Master in business engeneering (sustainable finance)
MLSMM2123-PartII-Lecture 1-ho.pdfI. Bonds & IR risk
MLSMM2123-PartII-Lecture 2-ho.pdfII. Instruments & performance
Advanced Risk Management - 7ARM01 (EM Lyon)
Master in finance (quantitative finance track)
EML-RM-Intro_ho.pdfIntroduction
EML-RM-BaselRegulation_ho.pdfI. Basel regulation
EML-RM-CreditRisk_ho.pdfII. Credit risk
Fixed Income Analysis - MLSMM 2123 (CFA track) - No longer taught
Master in management & Master in business engineering (financial management)
FIA-8(AFValuation).pdfI. Arbitrage-free valuation
FIA-9(Options).pdfII. Bonds with options
FIA_5-6.pdfIII. Credit analysis & credit models
FIA-7(ABS).pdf