Finance and Technology Program at EPFL

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Related lectures (10)

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Stochastic Differential Equations

Covers Stochastic Differential Equations, Wiener increment, Ito's lemma, and white noise integration in financial modeling.

ARCH and GARCH Models

Explores ARCH and GARCH models, volatility clustering, time series, estimation, and filtering steps in financial and macroeconomic contexts.

Financial Valuation and Decision Making

Covers financial valuation models, risk-return trade-offs, and firm analysis for value enhancement.

Financial Performance Evaluation

Covers fund performance evaluation, empirical evidence, anomalies, factor models, and the comparison between APT and CAPM.

Financial Modelling: Concepts and Examples

Covers the importance of financial data and key financial statements.

Space for Finance: New Space Economy

Delves into asset management, earth observation data examples, and space tech use cases for finance.

Quantitative Risk Management: VaR and ES

Covers Value at Risk (VaR) and Expected Shortfall (ES) in risk management, including backtesting and multivariate distributions.

Principles of Finance: CAPM and Portfolio Management

Explores the CAPM, risk premiums, efficient portfolios, and market efficiency.

Principles of Finance: APV and Debt Levels

Covers Adjusted Present Value and debt levels' impact on interest tax shields and project valuation.

Course Overview & Introduction to OLS

Introduces the FIN-403 Econometrics course, emphasizing practical application of standard econometric models like Ordinary Least Squares (OLS) in economic and financial contexts.