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Outlines the Master's program in Computational Science and Engineering at EPFL, detailing its structure, curriculum, and career opportunities for graduates.
Explores Stochastic Optimal Control, emphasizing Optimal Consumption and Investment, the Martingale Representation Theorem, and the Verification Theorem.
Covers Girsanov's Theorem, absolutely continuous measures, and numerical simulation of Stochastic Differential Equations (SDEs) with applications in finance.
