FIN-416: Interest rate and credit risk modelsThis course gives an introduction to the modeling of interest rates and credit risk. Such models are used for the valuation of interest rate securities with and without credit risk, the management and
ME-474: Numerical flow simulationThis course provides practical experience in the numerical simulation of fluid flows. Numerical methods are presented in the framework of the finite volume method. A simple solver is developed with Ma
MATH-512: Optimization on manifoldsWe develop, analyze and implement numerical algorithms to solve optimization problems of the form min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemann
FIN-608: Information and Asset PricingWe 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
ENV-525: Physics and hydrology of snowThis course covers principles of snow physics, snow hydrology, snow-atmosphere interaction, and snow modeling. It transmits detailed understanding of physical processes within the snow and at its inte
ENV-471: Environmental economicsIntroduction to economic analysis applied to environmental issues: all the necessary basic concepts, including cost-benefit analysis, for environmental policy making and its instruments (examples: cli
ME-373: Finite element modelling and simulationL'objectif de ce cours est d'apprendre à réaliser de manière rigoureuse et critique des analyses par éléments finis de problèmes concrets en mécanique des solides à l'aide d'un logiciel CAE moderne.
