FIN-415: Probability and stochastic calculusThis 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-420: Financial intermediationThis course provides a theoretical and practical overview of what financial institutions do, how they manage their risks, and how they are regulated. The course also discusses the causes and effects o
CS-420: Advanced compiler constructionStudents learn several implementation techniques for modern functional and object-oriented programming languages. They put some of them into practice by developing key parts of a compiler and run time
FIN-410: Real options and financial structuringThe course covers advanced topics in corporate finance such as the design and valuation of corporate securities, the issuing process for theses securities, real options, and their implications for val
FIN-472: Computational financeParticipants of this course will master computational techniques frequently used in mathematical finance applications. Emphasis will be put on the implementation and practical aspects.
FIN-418: Machine learning for financeThis 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
