FIN-404: DerivativesThis course provides a detailed presentation of the standard models for the valuation and hedging of derivatives products such as European options, American options, forward contracts, futures contrac
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
COM-300: Stochastic models in communicationL'objectif de ce cours est la maitrise des outils des processus stochastiques utiles pour un ingénieur travaillant dans les domaines des systèmes de communication, de la science des données et de l'i
PHYS-216: Mathematical methods (for SPH)Ce cours est un complément aux cours d'analyse et d'algèbre linéaire qui apporte des méthodes et des techniques mathématiques supplémentaires requises pour les cours de physique de 3e année, notamment
MATH-101(de): Analysis I (German)Es werden die Grundlagen der Analysis sowie der Differential- und Integralrechnung von Funktionen einer reellen Veränderlichen erarbeitet.
MATH-485: Introduction to stochastic PDEsStochastic PDEs are used to model systems that are spatially extended and include a random component. This course gives an introduction to this topic, including some general measure theory, some Gauss
EE-607: Advanced Methods for Model IdentificationThis course introduces the principles of model identification for non-linear dynamic systems, and provides a set of possible solution methods that are thoroughly characterized in terms of modelling as
MATH-123(b): GeometryThe course provides an introduction to the study of curves and surfaces in Euclidean spaces. We will learn how we can apply ideas from differential and integral calculus and linear algebra in order to
