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 hedging of bond portfolios and the valuation and usage ...
This course provides an introduction to Distributed Ledger Technology (DLT), blockchains and cryptocurrencies, and their applications in finance and banking and draws the analogies between Traditional Finance (TradFi) and crypto and the ways investors/trad ...
The course provides a market-oriented framework for analyzing the major financial decisions made by firms. It provides an introduction to valuation techniques, investment decisions, asset valuation, financing decisions, and sustainable finance. ...
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 insights through real-world examples and understand how one can ...
The course provides provides an introduction to valuation techniques, investment decisions, asset valuation and portfolio choice, financing decisions, derivatives pricing, and sustainable finance. ...
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 contract and exotic options. ...
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 applications in finance, for example for option pricing, risk mana ...
Vivons-nous dans une "société du risque" ?
Nous reviendrons sur les différents processus sociaux (de l'essor de la quantification au secteur de l'assurance, des politiques de sécurisation aux mobilisations de victimes) qui participent de l'émergence et de ...
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 validation elements. The students will also overview regulation ...