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
EE-611: Linear system theoryThe course covers control theory and design for linear time-invariant systems : (i) Mathematical descriptions of systems (ii) Multivariables realizations; (iii) Stability ; (iv) Controllability and Ob
MATH-101(g): Analysis IÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles d'une variable.
FIN-407: Machine learning in financeThis course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization and hedging, as well as textual analysis. A particular fo
MATH-432: Probability theoryThe course is based on Durrett's text book
Probability: Theory and Examples.
It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals.
MATH-301: Ordinary differential equationsCe cours donne une introduction rigoureuse au principaux thèmes de la théorie des équations différentielles ordinaires (EDO). Les EDO sont fondamentales pour l'étude des systèmes dynamiques et des équ
FIN-472: Computational financeParticipants of this course will master computational techniques frequently used in mathematical finance applications. Emphasis will be put on the implementation and practical aspects.