Program

 

Total teaching time: 340 hours as follows:

  • Levelling Courses: 36 hours
  • Fundamental Courses: 150 hours
  • Specialization seminars: 100 hours
  • Research Methodology Seminar: 30 hours
  • Career coaching: Alumneye interview coaching, 6 hours. This is paid for by the university

In addition to these taught courses students are required to complete a research Master’s thesis, and to organize their own personal study time.

 

  • Levelling Courses:

Two courses of 18-21 hours each with a unit value of 3 ECTS each, to choose from 4 courses depending on previous studies and personal career plan.

I1. Fundamentals in Corporate Finance, Tamara Nefedova (University Paris-Dauphine), taught jointly together with the second year of Master Finance, track 203.

I2. Introduction to Financial Econometrics, Gaelle Le Fol (University Paris-Dauphine), taught jointly together with the second year of Master Finance, track 203.

I3. Matlab for Finance, Irina Kortchemski (Eisti)

I4. Python for Finance, Houssine Senoussi (Eisti).

 

  • Fundamental Courses

5 courses totaling 30 hours, with a unit value of 6 ECTS to choose out of a total of 9 courses on offer

F1. Finance in Continuous Time - René Aïd (University Paris-Dauphine).

F2. Derivative Pricing and Stochastic Calculus(*) , Paul Gassia (University Paris-Dauphine), taught jointly together with with the second year of Master Finance, track 203.

F3. Corporate Finance  - Edith Ginglinger (University Paris-Dauphine) and Luc Renneboog (Tilburg University).

F4. Asset Pricing - details – Syllabus Jérôme Dugast (University Paris-Dauphine).

F5. Term Structures: Commodities, Interest Rates and Other Assets  Delphine Lautier (University Paris-Dauphine), taught jointly together with the M2 Masef (course suspended in 2019-20)

F6. Management of Credit risk: Theory and Applications - details - – Syllabus Olivier Toutain (University Paris-Dauphine and Banque de France).

F7. Microstructure of Financial Markets - details -– Syllabus   Fabrice Riva (University Paris-Dauphine), taught jointly together with the M2   Masef

F8. Fixed Income Derivatives - Plan - Aymeric Kalife (University Paris-Dauphine and Axa)

F9. Information and Financial Markets - Pascal Dumontier (University Paris-Dauphine)


Specialization seminars

5 courses totaling 21 hours each with a unit value of 3 ECTS to choose from the following seminars

S1. Advanced Corporate Finance - details - -– Syllabus Gilles Chemla (University Paris-Dauphine, CNRS) and Christopher Hennessy (London Business School).

S2. Behavioral Finance - details -– Syllabus Alberto Manconi (Bocconi University) and Oliver Spalt (Tilburg University).

S3. Alternative Finance - details -– Syllabus - Olivier Toutain (Banque de France) and Marius-Christian Frunza (Sagacarbon) - Taught jointly together with M2 203

S4. External Governance and Control - Maurice Nussenbaum (University Paris-Dauphine), taught jointly together with M2 225. 

S5. Portfolio Management : Strategies and Actors, Charles-Albert Lehalle (Capital Fund Management)

S6. Structured Products in Practice, Aymeric Kalife (University Paris-Dauphine and Axa), taught jointly together with Masef

S7. Regulation and Financial Markets (Taught jointly together with M2 203)

S8. Machine Learning in Finance, Pierre Brugiere (University Paris-Dauphine)

 

(*) Access dependent upon tutor supervision and approval from the Directors of the M2 104 and any other Masters involved.

 

  • Research Methodology Seminar

Core module - 30 hours with a unit value of 3 ECTS credits

The aim of this seminar is to provide students with efficient research methods to accomplish their Master’s thesis and for PhD. students, their doctoral thesis. This seminar includes the following areas: defining a research problem, collecting articles and data, reviewing literature, presenting and analyzing results, organizing bibliographic references, writing skills, etc.

The seminar is organized in combination with a module in Econometrics of Discrete Variables (Tristan Roger, Assistant Professor at University Paris-Dauphine), courses taught by guest professors from high-ranking foreign universities.