MATH-251(b): Numerical analysisThe students will learn key numerical techniques for solving standard mathematical problems in science and engineering. The underlying mathematical theory and properties are discussed.
MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective.
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
CIVIL-308: Rock mechanicsLes étudiants comprennent le comportement mécanique de la roche intacte, des joints et des massifs rocheux et savent déterminer les facteurs influençant un projet. Ils savent utiliser les méthodes app
MATH-470: Martingales in financial mathematicsThe aim of the course is to apply the theory of martingales in the context of mathematical finance. The course provides a detailed study of the mathematical ideas that are used in modern financial mat
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.
BIO-465: Biological modeling of neural networksIn this course we study mathematical models of neurons and neuronal networks in the context of biology and establish links to models of cognition. The focus is on brain dynamics approximated by determ
