FIN-608: Information and Asset PricingWe study the role of information in equilibrium asset pricing models. We cover simple one-period models of incomplete and asymmetric information using competitive rational expectation equilibria and Bayesian-Nash equilibria. We extend to dynamic models. ...
FIN-622: Big Data and Machine Learning for Financial EconomicsThis class is an introduction to Machine Learning and High Dimensional Statistics in Finance. We start with purely empirical approach, focusing first on high dimensional regressions then moving to kernel methods and deep learning, and then study equilibriu ...
ENV-723: Models for applied environmental economicsMainly based on the discussion of peer reviewed academic papers, the course introduces non economists to the main types of applied models used in environmental economic analysis: linear programming, partial and general equilibrium, game theory, and agent b ...
MGT-621: MicroeconomicsThis course presents a first introduction to microeconomic theory and its applications. It lays the foundation for more advanced courses. ...
MGT-450: Technology, sustainability and public policyTechnology is a driver of long-term growth but it can also undermine sustainable development. This course introduces microeconomic models of market and collective action failures, models of complex systems, as well as policy portfolios to address these iss ...
FIN-620: Game TheoryGame theory deals with multiperson strategic decision making. Major fields of Economics, such as Microeconomics, Corporate Finance, Market Microstructure, Monetary Economics, Industrial Organization, International Trade Theory all build on game theoretic f ...
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 understanding of financial decision
making and financial mar ...
FIN-406: MacrofinanceThis course provides students with a working knowledge of macroeconomic models that explicitly incorporate financial markets. The goal is to develop a broad and analytical framework for analyzing the interaction of financial decisions, macroeconomic events ...
MGT-632: Recursive Methods in MacroeconomicsThis is a PhD course on recursive methods used in modern macroeconomics. Recursive
representations of macroeconomic models are useful because they are parsimonious and allow
the computer to be used to solve for the equilibrium and the dynamics of the model ...
CIVIL-447: Modelling of energy systemsLa satisfaction des besoins d'énergie à long terme pour un pays ou une region donnée nécessite de représenter l'ensemble du système énergétique en tenant compte des différentes interactions. Ce cours concerne la modélisation d'un système global en vue d'év ...
