FIN-417: Quantitative risk managementThis course is an introduction to quantitative risk management that covers standard statistical methods, multivariate risk factor models, non-linear dependence structures (copula models), as well as p
CH-109(a): Chemistry Laboratory Work IIFamiliariser l'étudiant aux principes et à la rigueur de l'analyse quantitative.
Introduction aux analyses quantitatives classiques. Apprendre à effectuer un travail quantitatif.
Exposer les principe
CH-108(a): Chemistry Laboratory Work IFamiliariser l'étudiant avec le travail au laboratoire. Travailler de façon quantitative et/ou qualitative.
TP réalisés en relation avec les cours de chimie de 1ere année et complémentaires avec le c
FIN-404: DerivativesThis course provides a detailed presentation of the standard models for the valuation and hedging of derivatives products such as European options, American options, forward contracts, futures contrac
FIN-416: Interest rate and credit risk modelsThis course gives an introduction to the modeling of interest rates and credit risk. Such models are used for the valuation of interest rate securities with and without credit risk, the management and
FIN-522: Venture capitalThe course applies finance concepts to the world of venture capital (VC). Students are introduced to all institutional aspects of the VC industry. Students analyze the relations between investors, gen
FIN-601: Theoretical corporate financeThe aim of this course is to expose students to important topics in the literature on corporate finance. The objective of the course is to give students a working understanding of key papers and to ex
MATH-470: Martingales in financial mathematicsThe aim of the course is to apply the theory of martingales in the context of mathematical finance. The course provides a detailed study of the mathematical ideas that are used in modern financial mat
FIN-525: Financial big dataThe course introduces modern methods to acquire, clean, and analyze large quantities of financial data efficiently. The second part expands on how to apply these techniques and robust statistics to fi
CIVIL-423: Computational geomechanicsThe goal of this course is to introduce the student to modern numerical methods for the solution of coupled & non-linear problems arising in geo-mechanics / geotechnical engineering.
FIN-609: Asset Pricing (2011 - 2024)This course provides an overview of the theory of asset pricing and portfolio choice theory following historical developments in the field and putting
emphasis on theoretical models that help our unde
FIN-423: Financial machine learning projectsThe objective of this course is to acquire experience in financial machine learning by solving real-world problems. Different groups of students will work on different industry projects during the sem
FIN-474: Advanced risk management topicsThe students learn different financial risk measures and their risk theoretical properties. They learn how to design and implement risk engines, with model estimation, forecast, reporting and validati
