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.
MATH-203(b): Analysis IIILe cours étudie les concepts fondamentaux de l'analyse vectorielle et l'analyse de Fourier en vue de leur utilisation pour
résoudre des problèmes pluridisciplinaires d'ingénierie scientifique. ...
PHYS-426: Quantum physics IVIntroduction to the path integral formulation of quantum mechanics. Derivation of the perturbation expansion of Green's functions in terms of Feynman diagrams. Several applications will be presented, including non-perturbative effects, such as tunneling an ...
PHYS-512: Statistical physics of computationThe students understand tools from the statistical physics of disordered systems, and apply them to study computational and statistical problems in graph theory, discrete optimisation, inference and machine learning. ...
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. ...
CS-308: Introduction to quantum computationThe course introduces the paradigm of quantum computating in an axiomatic way. We introduce the notions of quantum bits, gates, and circuits. We introduce themost important quantum algorithms. We also touch upon error-correcting codes. This course is indep ...
PHYS-443: Physics of nuclear reactorsIn this course, one acquires an understanding of the basic neutronics interactions occurring in a nuclear fission reactor as well as the conditions for establishing and controlling a nuclear chain reaction. ...
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. ...
MATH-105(b): Analyse avancée IIÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles de plusieurs variables. ...
PHYS-431: Quantum field theory IThe goal of the course is to introduce relativistic quantum field theory as the conceptual and mathematical framework describing fundamental interactions. ...
PHYS-105: Physique avancée II (thermodynamique)Ce cours présente la thermodynamique en tant que théorie permettant une description d'un grand nombre de phénomènes importants en physique, chimie et ingéniere, et d'effets de transport. Une introduction à la physique statistique renforce les notions acqu ...
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-106(f): Analyse IIÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles de plusieurs
variables. ...