The schedule is available on pamplemousse.ensae.fr. You will also find a provisional version of the schedule here.
Please find the slides that were presented at the information meeting on 30 August 2021 here.
Please find a provisional version of the second semester schedule here.
List of Courses
All core courses will be taught in English.
The students have to validate at least five courses in the group "Core courses".
Proficiency in the French language is required to be accredited as an actuary by the French Institute of actuaries.
In addition, the students are advised to validate at least one course in each of the following groups of courses : "Financial Time Series", "Mathematical Finance", "Risks in Finance and Insurance" and "Statistics and Machine Learning". Therefore, they will be able to delve deeper into a wide range of topics. All elective courses will be taught in English, with some exceptions in the group "Actuarial Science" below.
Students may decide to include one course per semester from the following table. These courses will allow French-speaking students to improve their oral presentation skills in English and foreign students to learn French.
Students have the opportunity to participate in a prospective work, in groups of 3 or 4 and under the supervision of a researcher or a professional. The aim of this teaching is to study a problem coming from the world of finance or insurance in greater depth throughout the year, from both an academic (analysis of the literature) and practical (use of a database) perspective. It will result in an interim report at the end of January, a final report in May and an oral presentation. This is a fully-fledged course, which will allow the validation of 3 ECTS in the first semester and 3 ECTS in the second semester. More details here.
The master students have to take part of regular conferences. They will be organized and animated by some professionals who work in diverse financial institutions (finance and insurance).
The master internship takes place in a company or in a research laboratory. It lasts from three to six months and starts after the second semester courses, between the beginning of May and the end of October. The internship is followed by an evaluation which is credited of 14 ECTS, for the second semester. For more informations, please consult page http://www.master-statistique-finance.com/IP_Paris/internships.php.
Depending on the student background, some "Refresher Courses" may be necessary. They will take place in the month of September.
For students who are not from the second year of ENSAE, it is strongly recommended to those who want to take the course "Risk Management (J.-D. Fermanian)" to follow the course "Financial instruments (A. Chaix)".
For students who are not from the second year of ENSAE, it is strongly recommended to those who want to take the course " Microeconomic theory of insurance (P. Picard)" to follow the course " Microeconomics (L. Wilner)".
For students who are not from the second year of ENSAE, it is strongly recommended to those who want to take the course "Advanced Machine Learning (V. Perchet)" to follow the course "Introduction à l'apprentissage statistique (C. Butucea)".
For students who are not from the second year of ENSAE, it is strongly recommended to those who want to take the course "Pricing and hedging of financial derivatives (P. Tankov)" to follow the course "Introduction to Mathematical Finance (I. Kharroubi)".
For students who are not from the second year of ENSAE, it is strongly recommended to those who want to take the course "GARCH and stochastic volatility models (C. Francq) " to follow the course "Time Series (F. Violante)".
For more information about the current health situation please consult https://www.ensae.fr/info-coronavirus/