Concept
Asian option
Related courses (32)
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-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-607: Empirical Asset Pricing
This class is designed to give you an understanding of the basics of empirical asset pricing. This means that we will learn how to test asset pricing models and apply them mostly to stock markets. We
EE-570: Power system restructuring and deregulation
This course presents different types and mechanisms of electricity markets. It addresses in particular their impacts on power/distribution systems operation and consequently the appropriate strategies
ME-454: Modelling and optimization of energy systems
The goal of the lecture is to present and apply techniques for the modelling and the thermo-economic optimisation of industrial process and energy systems. The lecture covers the problem statement, th
ME-474: Numerical flow simulation
This course provides practical experience in the numerical simulation of fluid flows. Numerical methods are presented in the framework of the finite volume method. A simple solver is developed with Ma
MICRO-724: Advanced topics in micro- and nanomanufacturing: top-down meets bottom-up
This course introduces advanced fabrication methods enabling the manufacturing of novel micro- and nanosystems (NEMS/MEMS). Both top-down techniques (lithography, stenciling, scanning probes, additive
PHYS-432: Quantum field theory II
The goal of the course is to introduce relativistic quantum field theory as the conceptual and mathematical framework describing fundamental interactions such as Quantum Electrodynamics.
MGT-401: Strategic marketing & technology commercialization
This course teaches students the power of building and implementing marketing strategies in order to help businesses to commercialize successfully their technological innovations.
It offers a large
It offers a large
DH-406: Machine learning for DH
This course aims to introduce the basic principles of machine learning in the context of the digital humanities. We will cover both supervised and unsupervised learning techniques, and study and imple