Concept
Financial engineering
Cours associés (17)
FIN-413: Financial applications of blockchains and distributed ledgers
This course provides an introduction to Distributed Ledger Technology (DLT), blockchains and cryptocurrencies, and their applications in finance and banking and draws the analogies between Traditional
FIN-423: Financial machine learning projects
The objective of this course is to acquire experience in financial machine learning by solving real-world problems. Different groups of students will work on different industry projects during the sem
FIN-599: Master project in Financial Engineering
Research oriented project in Financial engineering which is carried out during a 25-week internship in the financial industry, and based on which the student writes a master thesis
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-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
FIN-525: Financial big data
The course introduces modern methods to acquire, clean, and analyze large quantities of financial data efficiently. The second part expands on how to apply these techniques and robust statistics to fi
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
FIN-401: Introduction to finance
The course provides a market-oriented framework for analyzing the major financial decisions made by firms. It provides an introduction to valuation techniques, investment decisions, asset valuation, f
FIN-700: Empirical Corporate Finance (2009 -2024)
The aim of this course is to develop research capabilities in empirical corporate finance, introduce methodologies to conduct empirical research in corporate finance, develop research ideas for term p