ME-474: Numerical flow simulationThis 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
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
MATH-512: Optimization on manifoldsWe develop, analyze and implement numerical algorithms to solve optimization problems of the form min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemann
PHYS-432: Quantum field theory IIThe 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-526: Supply chain managementThis course introduces key concepts in supply chain management. It uses a combination of case studies, simulation exercises, formal lectures and group discussions to illustrate how the various concept
FIN-410: Real options and financial structuringThe course covers advanced topics in corporate finance such as the design and valuation of corporate securities, the issuing process for theses securities, real options, and their implications for val
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.