This 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
This 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
The course covers a wide range of topics in investment analysis
In this reading group, we will work together through recent important papers in applied topology.
Participants will take turns presenting articles, then leading a discussion of the contents.
Training Rotation on the EPFL Campus during the 1st year of a PhD. 1,2 or 3 months are possible.
The course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.
Étudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles d'une variable.
The course provides a market-oriented framework for analyzing the major financial decisions made by firms. It provides an introduction to valuation techniques, investment decisions, asset valuation, f
This course introduces the foundations of information retrieval, data mining and knowledge bases, which constitute the foundations of today's Web-based distributed information systems.
