Curriculum MSc in Capital Markets

Master of Science in Capital Markets

The EDHEC Business School Master of Science programmes are one-year full-time programmes taught in English. Each programme is worth 90 ECTS credits.

Students in EDHEC's MSc in Risk and Asset Management must successfully complete the following:

6 core courses,
120 hours of electives,
4 specialised workshops,
3-6 month internship,
Master's thesis.

CORE COURSES

Money and Capital Markets
Nature and operation of financial markets, capital market instruments, markets and financial institutions, operations of primary and secondary markets

Financial Modelling
Econometric modelling for financial markets, time series forecasting techniques, statistical analysis and VBA/Excel and Matlab programming

Fixed Income Analysis and Credit Risk
Coverage of the state-of-the-art techniques used to price fixed income securities and manage bond portfolios, credit pricing theory and credit derivatives

Options and Futures and other Derivatives
Advanced mathematical modelling for pricing options and other derivatives, OTC and exchange traded products, pricing exotic derivatives

Trading the Capital Markets
Introduction to the practice of trading and market making by combining an analytical approach of market dynamics with practical implementation in the real-life environment of the EDHEC Fininfo trading room.

Market Risk Analysis
In-depth study of risk management for asset and liability management companies, corporation and banks, advanced risk measurement and forecasting.

electives

Students must choose 120 hours from this list of electives

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Programme Details

Download a comparative list of our finance programmes content

Download the MSc Capital Markets Guide

Download the MSc Finance Programmes Guide

4 specalised Workshops

Ethics & Entrepreneurship
CFA Ethics course (7.5 hours) and an overview of entreprenership, strategy, venture capital and creating a business plan (7.5 hours)

Research Methodologies
Preparation of research programmes, thesis development, empirical approaches to finance and recommended reporting practice.

Excel and VBA
Broad ranging coverage of VBA / EXCEL for financial analysis and rapid application development (RAD).

MATLAB
In-depth coverage of the basics of MATLAB programming and its various toolboxed for financial analysis and engineering.

(each seminar is 15 hours)

3-6 month internship

3-6 months placement in France or abroad.

The internship is required to provide participants with the opportunity to apply the theoretical course contents and to carry out a professional project in their chosen field of specialisation in order to further develop their acquired management skills.

(15 ECTS)

Master's Thesis

The thesis must integrate pertinent conceptual and theoretical elements and make use of a rigorous methodology to address issues relevant to the field of specialisation. A methodological seminar prepares participants to carry out this applied research.

(15 ECTS)