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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-416: Interest rate and credit risk models
This 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
EE-570: Power system restructuring and deregulation
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FIN-404: Derivatives
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
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
FIN-418: Machine learning for finance
This course is introduces machine learning techniques for financial applications in algorithmic trading, derivatives pricing, model calibration, hedging, and risk management. The course format is hand

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