Curriculum - MSc in Risk & Asset Management

Master of Science in Risk and Asset Management

Curriculum - MSc in Risk & Asset Management

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

Financial Theory and Risk Management

In-depth coverage of modern asset pricing theory, meaning and measurement of risk, arbitrage pricing theory, multi-period portfolio problems...

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

Asset management
Tools allowing participants to improve the investment process drawing on the expertise developed at the EDHEC Risk and Asset Management Centre...

Alternative Investments
In-depth coverage of alternative investments, hedge fund strategies including CTAs (commodity trading advisors) and allocation techniques...

Master's Thesis (15 ECTS)

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.

Programme Details

Download a comparative list of our finance programmes content

Download the MSc Risk and Asset Management Guide

Download the MSc Finance Programmes Guide

electives

Students must choose 120 hours from this list of electives

4 specalised Workshops (each seminar is 15 hours)

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.

3-6 month internship (15 ECTS)

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.