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. ...
Biology is becoming more and more a data science, as illustrated by the explosion of available genome sequences. This course aims to show how we can make sense of such data and harness it in order to understand biological processes in a quantitative way. ...
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. ...
L'objectif de ce cours est la maitrise des outils des processus stochastiques utiles pour un ingénieur travaillant dans les domaines des systèmes de communication, de la science des données et de l'informatique. ...
This course presents an introduction to statistical mechanics geared towards materials scientists. The concepts of macroscopic thermodynamics will be related to a microscopic picture and a statistical interpretation. Lectures and exercises will be compleme ...
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 ...
Théorie de l'estimation: estimateurs du maximum de vraisemblance, information de Fisher, inégalité de Cramer-Rao, intervalles de confiance.Tests d'hypothèses: cadre de Neyman-Pearson: test du rapport de vraisemblance, tests paramétriques et non-parmétriq ...