MATH-476: Optimal transportThe first part is devoted to Monge and Kantorovitch problems, discussing the existence and the properties of the optimal plan. The second part introduces the Wasserstein distance on measures and devel
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
PHYS-512: Statistical physics of computationThe students understand tools from the statistical physics of disordered systems, and apply them to study computational and statistical problems in graph theory, discrete optimisation, inference and m
ME-443: Hydroacoustic for hydropower plantsIntroduction to pressure wave propagation phenomena in hydraulic circuits, water hammer calculations, transient behaviour of hydroelectric plants, 1D numerical simulation of the dynamic behaviour of F
AR-465: Urban habitat and developementCentré sur les formes d'habitat des plus pauvres dans les pays du Sud et du Nord et les contextes de crises, en particulier les architectures d'urgence, le cours propose une analyse critique de l'urba
ME-469: Nano-scale heat transferIn this course we study heat transfer (and energy conversion) from a microscopic perspective. First we focus on understanding why classical laws (i.e. Fourier Law) are what they are and what are their
FIN-620: Game TheoryGame theory deals with multiperson strategic decision making. Major fields of Economics, such as Microeconomics, Corporate Finance, Market Microstructure, Monetary Economics, Industrial Organization,
