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GSF-3100 Marché des capitaux — matériel de cours complet (Université Laval).

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# GSF-3100 — Marché des capitaux (Capital Markets)

LaTeX PDF Education Finance Language Sections License

Author: Simon-Pierre Boucher Contact: contact@spboucher.ai Course: GSF-3100 — Marché des capitaux Level: Undergraduate (3 credits) Language of materials: French

# 📚 Course Description

This repository contains the complete lecture materials (LaTeX Beamer slide decks and compiled PDFs) for GSF-3100 — Marché des capitaux, an undergraduate capital-markets course focused on fixed-income securities. The course provides an in-depth analysis of capital markets, their primary financial instruments, and their roles in fund and risk intermediation:

  • Bond mathematics — pricing, yield measures, accrued interest, day-count conventions
  • Interest-rate risk — duration, convexity, and volatility in the bond market
  • Term structure of interest rates — spot/forward rates, yield-curve theories
  • Money markets — T-bills, commercial paper, bankers' acceptances, repos
  • Government, corporate, and international bond markets — issuance, credit ratings, market conventions (with a focus on the Canadian market)
  • Bond portfolio management — investment process, active/passive strategies, immunization
  • Securitization — mortgage markets and asset-backed / mortgage-backed securities

# 📁 Repository Structure

Each section is a standalone LaTeX Beamer presentation. Source (.tex), compiled slides (.pdf), and supporting images live together in the section folder.

Section File Topic
01 Section 1/GSF3100_S01.tex Introduction du cours
02 Section 2/GSF3100_S02.tex Mathématiques financières des obligations
03 Section 3/GSF3100_S03.tex Volatilité dans le marché obligataire (durée, convexité)
04 Section 4/GSF3100_S04.tex Structure des taux d'intérêt
05 Section 5/GSF3100_S05.tex Marché monétaire
06 Section 6/GSF3100_S6.tex Marché obligataire gouvernemental
07 Section 7/GSF3100_S7.tex Marché des obligations corporatives
08 Section 8/GSF3100_S08.tex Marché obligataire international
09a Section 9/a/GSF3100_S09a.tex Gestion de portefeuille obligataire — 1ʳᵉ partie
09b Section 9/b/GSF3100_S09b.tex Gestion de portefeuille obligataire — 2ᵉ partie
09c Section 9/c/GSF3100_S09c.tex Gestion de portefeuille obligataire — 3ᵉ partie
10a Section 10/a/GSF3100_S10a.tex Marché des titres adossés à des créances — 1ʳᵉ partie
10b Section 10/b/GSF3100_S10b.tex Marché des titres adossés à des créances — 2ᵉ partie

Supporting assets: Section 1/BOOK.jpg (course textbook cover), Section 9/a/8.png, Section 10/b/Pool.png (mortgage-pool diagram).

# 🛠️ Building the Slides

All decks compile with pdflatex (tested with TeX Live 2026). Required packages (all included in a full TeX Live install): beamer, graphicx, tikz (with the snakes library), booktabs, pdflscape, enumitem, fontenc/inputenc.

Compile a single deck (run twice for the table of contents and navigation):

bash
cd "Section 2"
pdflatex GSF3100_S02.tex
pdflatex GSF3100_S02.tex

Compile everything from the repository root:

bash
find . -name "*.tex" | while read -r f; do
  d="$(dirname "$f")"; b="$(basename "$f")"
  ( cd "$d" && pdflatex -interaction=nonstopmode "$b" && pdflatex -interaction=nonstopmode "$b" )
done

Pre-compiled PDFs are included in each section folder, so no LaTeX installation is needed just to read the material.

# 🎯 Prerequisites

A basic understanding of finance and economics is recommended (introductory corporate finance and microeconomics).

# 📈 Learning Outcomes

By the end of this course, students will be able to:

  • Price fixed-income securities and compute standard yield measures
  • Quantify interest-rate risk using duration and convexity
  • Interpret the term structure of interest rates and its underlying theories
  • Compare money-market, government, corporate, and international bond instruments
  • Design and evaluate bond portfolio strategies, including immunization
  • Explain the securitization process and the mechanics of mortgage-backed securities

# 📄 License

These materials are provided for educational purposes, intended for students enrolled in the GSF-3100 course. Please contact the author for any other use.

Maintained by: Simon-Pierre Boucher — contact@spboucher.ai