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
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-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-429: Sustainable & entrepreneurial financeThis course deals with the role of finance in the transition to a sustainable, low-carbon economy. Students learn how to apply asset allocation techniques to build sustainable portfolios, understand t
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
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
MGT-200: Economic thinkingThis course introduces frameworks, concepts and tools to understand the economic dimensions of the world we live in. The course includes applications to real-world situations and events. Assessment is
FIN-523: Global business environmentThis course gives the framework and tools for understanding economic events, taking financial decisions and evaluating investment opportunities in a global economy. It builds up an integrated model of
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.