Cours associés (16)
MATH-470: Martingales in financial mathematics
The 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
MATH-664: Malliavin calculus and normal approximations
This course will provide a basic knowledge of the stochastic calculus of variations with respect to the Brownian motion. A variety of applications will be presented including the regularity of probabi
MATH-330: Martingales and Brownian motion
Introduction to the theory of discrete-time martingales including, in particular, the convergence and stopping time theorems. Application to branching processes. Introduction to Brownian motion and st
MATH-431: Theory of stochastic calculus
Introduction 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
MATH-487: Topics in stochastic analysis
This course offers an introduction to topics in stochastic analysis, oriented about theory of multi-scale stochastic dynamics. We shall learn the fundamental ideas, relevant techniques, and in general
PHYS-436: Statistical physics IV
Noise and fluctuations play a crucial role in science and technology. This course treats stochastic methods, applying them to both classical problems and quantum systems. It emphasizes the frameworks
FIN-415: Probability and stochastic calculus
This course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applicatio
PHYS-403: Computer simulation of physical systems I
The two main topics covered by this course are classical molecular dynamics and the Monte Carlo method.
BIOENG-444: Advanced bioengineering methods laboratory
Advanced Bioengineering Methods Laboratories (ABML) offers laboratory practice and data analysis. These active sessions present a variety of techniques employed in the bioengineering field and matchin
FIN-503: Advanced derivatives
The course covers a wide range of advanced topics in derivatives pricing

Graph Chatbot

Chattez avec Graph Search

Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.

AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.