FIN-417: Quantitative risk managementThis course is an introduction to quantitative risk management that covers standard statistical methods, multivariate risk factor models, non-linear dependence structures (copula models), as well as p
MGT-301: Foundations in financial economicsThe aim of this course is to expose EPFL bachelor students to some of the main areas in financial economics. The course will be organized around six themes. Students will obtain both practical insight
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-472: Computational financeParticipants of this course will master computational techniques frequently used in mathematical finance applications. Emphasis will be put on the implementation and practical aspects.