Concept
Credit derivative
Related courses (14)
FIN-416: Interest rate and credit risk models
This 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-413: Financial applications of blockchains and distributed ledgers
This course provides an introduction to Distributed Ledger Technology (DLT), blockchains and cryptocurrencies, and their applications in finance and banking and draws the analogies between Traditional
FIN-417: Quantitative risk management
This 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
FIN-419: Ethical behavior in the financial industry
We will focus on ethical dilemmas facing professionals in the financial industry. Cases based on real events will illustrate various kinds of transgressions. We will study what regulators and firms ha
FIN-401: Introduction to finance
The course provides a market-oriented framework for analyzing the major financial decisions made by firms. It provides an introduction to valuation techniques, investment decisions, asset valuation, f
FIN-423: Financial machine learning projects
The objective of this course is to acquire experience in financial machine learning by solving real-world problems. Different groups of students will work on different industry projects during the sem
FIN-415: Probability and stochastic calculus
This course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applicatio
MGT-482: Principles of finance
The course provides a market-oriented framework for analyzing the major financial decisions made by firms. It provides an introduction to valuation techniques, investment decisions, asset valuation, f
MGT-301: Foundations in financial economics
The 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-503: Advanced derivatives
The course covers a wide range of advanced topics in derivatives pricing