MATH-487: Topics in stochastic analysisThis course offers an introduction to topics in stochastic analysis, oriented about theory of multi-scale stochastic dynamics. We shall learn the fundamental ideas, relevant techniques, and in general
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-437: Calculus of variationsIntroduction to classical Calculus of Variations and a selection of modern techniques. The Calculus of Variations aims at showing the existence of minimisers (or critical points) of functionals that n
MATH-414: Stochastic simulationThe student who follows this course will get acquainted with computational tools used to analyze systems with uncertainty arising in engineering, physics, chemistry, and economics. Focus will be on s
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.
