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-406: MacrofinanceThis course provides students with a working knowledge of macroeconomic models that explicitly incorporate financial markets. The goal is to develop a broad and analytical framework for analyzing the
FIN-414: Optimization methodsThis course presents the problem of static optimization, with and without (equality and inequality) constraints, both from the theoretical (optimality conditions) and methodological (algorithms) point
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-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
HUM-367: Risk governanceLe cours étudie les risques et bénéfices liés aux nouvelles technologies, en appliquant les principes de la gouvernance des risques. Il discute en particulier l'importance des approches interdisciplin
CIVIL-237: Safety and reliabilityCe cours comporte les notions de sécurité ainsi que les mesures à prendre pour maîtriser des situations de danger relatives aux structures. La modélisation des actions et les principes de vérification
CIVIL-441: Water ressources managementL'ensemble des problématiques liées à l'eau est présenté afin d'avoir une vue globale de la gestion et de l'économie de cet élément essentiel à toute vie et toute activité. L'analyse des ressources et
MGT-528: Operations: economics & strategySupply-chain management within a firm is concerned with the flow of goods and services from firms to consumers. This course provides an overview of the economic drivers and technological possibilities
CS-233(a): Introduction to machine learning (BA3)Machine learning and data analysis are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analy
