MATH-336: Randomization and causationThis course covers formal frameworks for causal inference. We focus on experimental designs, definitions of causal models, interpretation of causal parameters and estimation of causal effects.
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
MATH-516: Applied statisticsThe course will provide an overview of everyday challenges in applied statistics through case studies. Students will learn how to use core statistical methods and their extensions, and will use comput
FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.
MATH-444: Multivariate statisticsMultivariate statistics focusses on inferring the joint distributional properties of several random variables, seen as random vectors, with a main focus on uncovering their underlying dependence struc