COM-417: Advanced probability and applicationsIn this course, various aspects of probability theory are considered. The first part covers the main theorems in the field (law of large numbers, central limit theorem), while the second part focuses on the theory of martingales and concentration inequalit ...
MATH-414: Stochastic simulationThe student who follows this course will get acquainted with computational tools used to analyze systems with uncertainty arising in engineering, physics, chemistry, and economics. Focus will be on sampling methods as Monte Carlo, quasi Monte Carlo, Mark ...
MATH-354: Probability III: Continuous time processesThis course extends the concepts exposed in Probability II into the world of continuous time. We explore martingales and Markov processes, guided by the core examples of Brownian Motion and Poisson Processes. A particular emphasis is placed on Brownian Motion, with its innumerable applications.
FIN-404: DerivativesThis 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. ...
AR-339: Concevoir dans le construit : outils et méthodes70% des activités des bureaux d'architecture se déroulent dans le projet dans l'existant. Le cours souhaite transmettre aux étudiants les outils théoriques et pratiques de base pour aborder le projet dans l'existant, sur un patrimoine bâti courant mais aus ...
FIN-417: Quantitative financial risk managementThis course is an introduction to quantitative risk management that covers standard statistical methods, multivariate models, risk measures, non-linear dependence structures (copula models), as well as credit risk. ...
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 applications in finance, for example for option pricing, risk mana ...
MICRO-311(a): Signaux et systèmes II (pour MT)Ce cours aborde la théorie des systèmes linéaires discrets invariants par décalage (LID). Leurs propriétés et caractéristiques fondamentales y sont discutées, ainsi que les outils fondamentaux permettant de les étudier (transformée de Fourier et transformé ...
MGT-484: Applied probability & stochastic processesThis course focuses on dynamic models of random phenomena, and in particular, the most popular classes of such models: Markov chains and Markov decision processes. We will also study applications in queuing theory, finance, project management, etc. ...
EE-334: Digital systems designStudents will acquire basic knowledge about methodologies and tools for the design, optimization, and verification of custom digital systems/hardware.
They learn how to design synchronous digital circuits on register transfer level, analyse their timing a ...
MICRO-311(b): Signaux et systèmes II (pour SV)Ce cours aborde la théorie des systèmes linéaires discrets invariants par décalage (LID). Leurs propriétés et caractéristiques fondamentales y sont discutées, ainsi que les outils fondamentaux permettant de les étudier (transformée de Fourier et transformé ...
BIOENG-455: Computational cell biologyComputer modeling is used to study dynamic phenomena in cell biology. This course shows how to identify mathematical features of cell biology mechanisms and use numerical algorithms to model their behavior. ...
BIO-692: Symmetry and Conservation in the CellThis course shows students how the physical principles of conservation, symmetry, and locality influence the dynamics of living organisms at the molecular and cellular level. Computer simulations are used to explore examples of cellular dynamics and phase ...
