Cours associés (29)
FIN-407: Machine learning in finance
This 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-601: Theoretical corporate finance
The aim of this course is to expose students to important topics in the literature on corporate finance. The objective of the course is to give students a working understanding of key papers and to ex
MATH-450: Numerical integration of stochastic differential equations
In this course we will introduce and study numerical integrators for stochastic differential equations. These numerical methods are important for many applications.
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-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
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
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
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
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-305: Introduction to partial differential equations
This is an introductory course on Elliptic Partial Differential Equations. The course will cover the theory of both classical and generalized (weak) solutions of elliptic PDEs.

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.