CS-471: Advanced multiprocessor architectureMultiprocessors are basic building blocks for all computer systems. This course covers the architecture and organization of modern multiprocessors, prevalent accelerators (e.g., GPU, TPU), and datacen
MATH-431: Theory of stochastic calculusIntroduction to the mathematical theory of stochastic calculus: construction of stochastic Ito integral, proof of Ito formula, introduction to stochastic differential equations, Girsanov theorem and F
ME-443: Hydroacoustic for hydropower plantsIntroduction to pressure wave propagation phenomena in hydraulic circuits, water hammer calculations, transient behaviour of hydroelectric plants, 1D numerical simulation of the dynamic behaviour of F
COM-301: Computer security and privacyThis is an introductory course to computer security and privacy. Its goal is to provide students with means to reason about security and privacy problems, and provide them with tools to confront them.
FIN-609: Asset Pricing (2011 - 2024)This course provides an overview of the theory of asset pricing and portfolio choice theory following historical developments in the field and putting
emphasis on theoretical models that help our unde
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-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
FIN-423: Financial machine learning projectsThe objective of this course is to acquire experience in financial machine learning by solving real-world problems. Different groups of students will work on different industry projects during the sem
