FIN-604: Financial Econometrics IWe provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and
for corporate finance.
FIN-474: Advanced risk management topicsThe students learn different financial risk measures and their risk theoretical properties. They learn how to design and implement risk engines, with model estimation, forecast, reporting and validati
ENV-424: Water resources engineeringWater resources engineering designs systems to control the quantity, quality, timing, and distribution of water to support human demands and the needs of the environment.
MATH-655: Advanced methods for causal inferenceThis course covers recent methodology for causal inference in settings with time-varying exposures (longitudinal data) and causally connected units (interference). We will consider theory for identifi
MATH-602: Inference on graphsThe class covers topics related to statistical inference and algorithms on graphs: basic random graphs concepts, thresholds, subgraph containment (planted clique), connectivity, broadcasting on trees,
FIN-406: MacrofinanceThis course provides students with a working knowledge of macroeconomic models that explicitly incorporate financial markets. The goal is to develop a broad and analytical framework for analyzing the
CIVIL-510: Quantitative imaging for engineersFirst 2 courses are Tuesday 16-19h!This course will arm students with knowledge of different imaging techniques for practical measurements in many different fields of civil engineering. Modalities wil
EE-726: Sparse stochastic processesWe cover the theory and applications of sparse stochastic processes (SSP). SSP are solutions of differential equations driven by non-Gaussian innovations. They admit a parsimonious representation in a
PHYS-310: Solid state physics IICe cours de deux semestres donne une introduction à la Physique du solide, à la structure cristalline, aux vibrations du réseau, aux propriétés électroniques, de transport thermique et électrique ains
