Home page

Teaching team

Plan of the course

Documents

Projects

Evaluation

Calendar

Links

GOAL OF THE COURSE

This course is part of the training cycle of one of the top French Grande Ecole: Ecole Nationale des Ponts et Chaussées (ENPC).

The goal of this course is to provide the students with a theoretical background in order to be able to apply the concepts in croncrete situations. The goal is twofold:

• Teach up to date concepts and techniques in credit risk with a global approach (capital markets, derivatives, risk management, capital allocation active management of a bank's portfolio).
• Train the students to the everyday role of quant in a reasearch or risk management team in banks or financial institutions.

NEWS
The lessons will begining of October; the calendar is going to be updated.
The new version of the Lecture Notes is now available.