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
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
PHYS-512: Statistical physics of computationThe students understand tools from the statistical physics of disordered systems, and apply them to study computational and statistical problems in graph theory, discrete optimisation, inference and m
ME-104: Introduction to structural mechanicsThe student will acquire the basis for the analysis of static structures and deformation of simple structural elements. The focus is given to problem-solving skills in the context of engineering desig
MATH-317: Algebra V - Galois theoryGalois theory lies at the interface of Field Theory and Group Theory. It aims to describe the algebraic symmetries of fields. We will focus on Galois theory for finite field extensions and some applic
EE-207: Logic systems (for EL)Ce cours couvre les fondements des systèmes numériques. Sur la base d'algèbre Booléenne et de circuits combinatoires et séquentiels incluant les machines d'états finis, les methodes d'analyse et de sy