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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

PROGRAMME CERTIFIANT

ÉLIGIBLE CPF

1 9 MODALITÉS

Renseignements T. +33 (0) 1 69 59 66 63

Tarif : nous consulter