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
ME-474: Numerical flow simulationThis course provides practical experience in the numerical simulation of fluid flows. Numerical methods are presented in the framework of the finite volume method. A simple solver is developed with Ma
ENV-525: Physics and hydrology of snowThis course covers principles of snow physics, snow hydrology, snow-atmosphere interaction, and snow modeling. It transmits detailed understanding of physical processes within the snow and at its inte
MGT-301: Foundations in financial economicsThe aim of this course is to expose EPFL bachelor students to some of the main areas in financial economics. The course will be organized around six themes. Students will obtain both practical insight
