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. ...
MGT-482: Principles of financeThe 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. ...
ENV-630(a): EESS - CESS Seminar Course - option 1 (FALL)Seminar course which allows students to attend, critically examine, and review civil/environmental seminar. - Practice transferable skills, including active listening and broad scientific critical thinking - Presentation and communication skills ...
ENV-630(b): EESS - CESS Seminar Course - option 2 (FALL)Seminar course which allows students to attend, critically examine, and review civil/environmental seminar. - Practice transferable skills, including active listening and broad scientific critical thinking - Presentation and communication skills ...
ENV-630(c): EESS - CESS Seminar Course - option 1 (SPRING)Seminar course which allows students to attend, critically examine, and review civil/environmental seminar. - Practice transferable skills, including active listening and broad scientific critical thinking - Presentation and communication skills ...
ENV-630(d): EESS - CESS Seminar Course - option 2 (SPRING)Seminar course which allows students to attend, critically examine, and review civil/environmental seminar. - Practice transferable skills, including active listening and broad scientific critical thinking - Presentation and communication skills ...
MGT-301: Foundations in financial economicsThe 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 ...
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 ...
MATH-470: Martingales in financial mathematicsThe aim of the course is to apply the theory of martingales in the context of mathematical finance. The course provides a detailed study of the mathematical ideas that are used in modern financial mathematics. Moreover, the concepts of complete and incompl ...
FIN-401: Introduction to financeThe course provides provides an introduction to valuation techniques, investment decisions, asset valuation and portfolio choice, financing decisions, derivatives pricing, and sustainable finance. ...
PHYS-441: Statistical physics of biomacromoleculesBiological macromolecules such as DNA, RNA, proteins and cytoskeletal filaments are polymers. As such, they share a set of properties that are common to any polymer, which are the focus of this course. Details about the protein folding problem will be cove ...
PHYS-467: Machine learning for physicistsMachine learning and data analysis are becoming increasingly central in sciences including physics. In this course, fundamental principles and methods of machine learning will be introduced and practised. ...
HUM-401: Artistic practices: field studies, film practice ICe cours, propose 2 options, en anglais et en français : 'Elsewhere Encounters' propose d'explorer différentes approches d'étude de terrain dans le monde artistique ; 'Réalisation' se penche sur les techniques cinématographiques et s'engage dans la réalisa ...
COM-490: Large-scale data science for real-world dataThis hands-on course covers tools and methods used by data scientists, from researching solutions to scaling prototypes on Spark clusters. Students engage with the full data engineering and data science pipeline, from data acquisition to extracting insight ...
CS-214: Software constructionLearn how to design and implement reliable, maintainable, and efficient software using a mix of programming skills (declarative style, higher-order functions, inductive types, parallelism) and
fundamental software construction concepts (reusability, abstr ...
MATH-512: Optimization on manifoldsWe develop, analyze and implement numerical algorithms to solve optimization problems of the form min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemannian geometry (with a focus dictated by computational con ...
FIN-472: Computational financeParticipants of this course will master computational techniques frequently used in mathematical finance applications. Emphasis will be put on the implementation and practical aspects. ...
