MGT-581: Introduction to econometricsThe course provides an introduction to econometrics for economics and financial applications. The objective is to learn how to make valid (i.e., causal) inference from economic and social data.
FIN-525: Financial big dataThe course introduces modern methods to acquire, clean, and analyze large quantities of financial data efficiently. The second part expands on how to apply these techniques and robust statistics to fi
FIN-407: Machine learning in financeThis course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization and hedging, as well as textual analysis. A particular fo
FIN-404: DerivativesThis course provides a detailed presentation of the standard models for the valuation and hedging of derivatives products such as European options, American options, forward contracts, futures contrac
FIN-618: Financial Econometrics IIThe course aims to give students the tools to write academic papers and is divided into two parts. The first part covers microeconometric methods including panel data, IVs, difference-in-differences,
MGT-499: Statistics and data scienceThis class provides a hands-on introduction to statistics and data science, with a focus on causal inference, applications to sustainability issues using Python, and dissemination of scientific result
FIN-607: Empirical Asset PricingThis class is designed to give you an understanding of the basics of empirical asset pricing. This means that we will learn how to test asset pricing models and apply them mostly to stock markets. We
MATH-352: Causal thinkingThis course will give a unified presentation of modern methods for causal inference. We focus on concepts, and we will present examples and ideas from various scientific disciplines, including medicin
FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.
