The course covers a wide range of topics in investment analysis
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
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
The 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
The students learn different financial risk measures and their risk theoretical properties. They learn how to design and implement risk engines, with model estimation, forecast, reporting and validati
This course provides an overview of the theory of asset pricing and portfolio choice theory following historical developments in the field and putting
emphasis on theoretical models that help our unde
This course will provide students with a basic knowledge of law. After an introduction to the law, aspects of tax law, environmental law, contract law, data protection or IP law will be offered, as we
This course presents different types and mechanisms of electricity markets. It addresses in particular their impacts on power/distribution systems operation and consequently the appropriate strategies
This 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
This 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
