MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective.
EE-566: Adaptation and learningIn this course, students learn to design and master algorithms and core concepts related to inference and learning from data and the foundations of adaptation and learning theories with applications.
FIN-474: Advanced risk management topicsThe students learn different financial risk measures and their risk theoretical properties. They learn how to design and implement risk engines, with model estimation, forecast, reporting and validati
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
MGT-632: Recursive Methods in MacroeconomicsThis is a PhD course on recursive methods used in modern macroeconomics. Recursive
representations of macroeconomic models are useful because they are parsimonious and allow
the computer to be used to
