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
HUM-281: Risk SavvyThis course is devoted to the psychology of risk (How do people make decisions in real-life situations characterized by risk and/or uncertainty?) and to risk competencies (How to make better decisions
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
ENG-430: Risk managementThis course provides students with the opportunity to acquire the methods and tools necessary for modern risk management from an engineering standpoint. It emphasizes actors, resources, and objectives
EE-566: Adaptation and learningIn this course, students learn to design and master algorithms and core concepts related to inference and learning from data and the foundations of adaptation and learning theories with applications.
MGT-301: Foundations in financial economicsThe aim of this course is to expose EPFL bachelor students to some of the main areas in financial economics. The course will be organized around six themes. Students will obtain both practical insight
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
CIVIL-455: Transportation economicsThe scope of the lecture is to provide the basic concepts in transport economics and introduce new ones for private and public transport and environmental issues. Demand, supply, welfare analysis an