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
PHYS-426: Quantum physics IVIntroduction to the path integral formulation of quantum mechanics. Derivation of the perturbation expansion of Green's functions in terms of Feynman diagrams. Several applications will be presented,
MICRO-428: MetrologyThe course deals with the concept of measuring in different domains, particularly in the electrical, optical, and microscale domains. The course will end with a perspective on quantum measurements, wh
MATH-101(e): Analysis IÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles d'une variable.
PHYS-314: Quantum physics IIThe aim of this course is to familiarize the student with the concepts, methods and consequences of quantum physics.
MATH-451: Numerical approximation of PDEsThe course is about the derivation, theoretical analysis and implementation of the finite element method for the numerical approximation of partial differential equations in one and two space dimens
FIN-609: Asset Pricing (2011 - 2024)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
MATH-106(f): Analysis IIÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles de plusieurs
variables.
COM-417: Advanced probability and applicationsIn this course, various aspects of probability theory are considered. The first part is devoted to the main theorems in the field (law of large numbers, central limit theorem, concentration inequaliti
