Course

FIN-615: Dynamic Asset Pricing

Related courses (127)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

MGT-484: Applied probability & stochastic processes

This course focuses on dynamic models of random phenomena, and in particular, the most popular classes of such models: Markov chains and Markov decision processes. We will also study applications in q

MATH-470: Martingales in financial mathematics

The aim of the course is to apply the theory of martingales in the context of mathematical finance. The course provides a detailed study of the mathematical ideas that are used in modern financial mat

CS-101: Advanced information, computation, communication I

Discrete mathematics is a discipline with applications to almost all areas of study. It provides a set of indispensable tools to computer science in particular. This course reviews (familiar) topics a

HUM-471: Economic growth and sustainability I

This course examines growth from various angles: economic growth, growth in the use of resources, need for growth, limits to growth, sustainable growth, and, if time permits, population growth and gro

ENG-410: Energy supply, economics and transition

This course examines energy systems from various angles: available resources, how they can be combined or substituted, their private and social costs, whether they can meet the energy demand, and how

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

FIN-525: Financial big data

The course introduces modern methods to acquire, clean, and analyze large quantities of financial data efficiently. The second part expands on how to apply these techniques and robust statistics to fi

PHYS-467: Machine learning for physicists

Machine learning and data analysis are becoming increasingly central in sciences including physics. In this course, fundamental principles and methods of machine learning will be introduced and practi

FIN-608: Information and Asset Pricing

We study the role of information in equilibrium asset pricing models. We cover simple one-period models of incomplete and asymmetric information using competitive rational expectation equilibria and B

FIN-407: Machine learning in finance

This course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization and hedging, as well as textual analysis. A particular fo