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
ME-221: Dynamical systemsProvides the students with basic notions and tools for the analysis of dynamic systems. Shows them how to develop mathematical models of dynamic systems and perform analysis in time and frequency doma
FIN-417: Quantitative risk managementThis course is an introduction to quantitative risk management that covers standard statistical methods, multivariate risk factor models, non-linear dependence structures (copula models), as well as p
FIN-416: Interest rate and credit risk modelsThis course gives an introduction to the modeling of interest rates and credit risk. Such models are used for the valuation of interest rate securities with and without credit risk, the management and
MATH-330: Martingales and Brownian motionIntroduction 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
MGT-621: MicroeconomicsThis course presents a first introduction to microeconomic theory and its applications. It lays the foundation for more advanced courses.
FIN-610: International FinanceThis is a doctoral level course introducing students to important topics in international finance. It also covers aspects of the recent financial crisis, such as market contagions, regulatory arbitrag
