FIN-604: Financial Econometrics IWe provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and
for corporate finance.
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
FIN-407: Machine learning in financeThis course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization and hedging, as well as textual analysis. A particular fo
EE-726: Sparse stochastic processesWe cover the theory and applications of sparse stochastic processes (SSP). SSP are solutions of differential equations driven by non-Gaussian innovations. They admit a parsimonious representation in a
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
EE-605: Statistical Sequence ProcessingThis course discusses advanced methods extensively used for the processing, prediction, and classification of temporal (multi-dimensional and multi-channel) sequences. In this context, it also describ