Study Plans 2017-2018

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Ingénierie financière 2017-18

Master project

Courses
Code
 
Programs
 
Lecturers
 
Specialisation
Master 1 
l
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p
Master 2 
l
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p
MP Autumn 
l
e
p
MP Spring 
l
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p
Exam
 
Credits
 
 
 
 
 
Engineering internship credited with master project (master in Financial Engineering) (Stage d'au minimum 8 semaines. Inscription en principe par la bourse au stages, sinon en s'adressant à la section)
FIN-598 
IF 
Profs divers  
 
 
 
320h 
 
 
320h 
 
 
320h 
 
 
320h 
 
 
Term paper
0
 
 
 
 
Master project in Financial Engineering
FIN-599 
IF 
Profs divers  
 
 
 
 
 
 
 
 
 
900h 
 
 
900h 
 
 
Oral
30
 

Block 1

Courses
Code
 
Programs
 
Lecturers
 
Specialisation
Master 1 
l
e
p
Master 2 
l
e
p
Exam
 
Credits
 
 
 
 
 
Accounting for finance (For sem. MA1. Special schedule: see the IF website http://sfi.epfl.ch/mfe/study-plan )
FIN-411 
IF 
Cauvin  
 
2h 
 
 
 
 
 
 
Written
2
 
 
 
 
Econometrics (For sem. MA1)
FIN-403 
IF 
Tseng  
 
2h 
2h 
 
 
 
 
 
Written
4
 
 
 
 
Introduction to finance (For sem. MA1)
FIN-401 
IF 
Fahlenbrach  
 
3h 
2h 
 
 
 
 
 
Written
6
 
 
 
 
Macrofinance (For sem. MA1. Special schedule: see the IF website http://sfi.epfl.ch/mfe/study-plan )
FIN-406 
IF 
Lambertini  
 
2h 
2h 
 
 
 
 
 
Written
4
 
 
 
 
Optimization methods (For sem. MA1. Special schedule: see the IF website http://sfi.epfl.ch/mfe/study-plan )
FIN-414 
IF 
Pegoraro  
 
1h 
1h 
 
 
 
 
 
During the semester
2
 
 
 
 
Stochastic calculus I (For sem. MA1)
FIN-408 
IF 
Malamud  
 
2h 
2h 
 
 
 
 
 
Written
4
 
 
 
 
Stochastic calculus II
FIN-409 
IF 
Filipovic  
 
 
 
 
2h 
2h 
 
 
Written
4
 
 
 
 
HSS : Introduction to project
 
SHS 
Divers enseignants
 
 
 
 
 
 
 
 
 
 
 
 
 
 
3
 
 
 
 
HSS : Project
 
SHS 
Divers enseignants
 
 
 
 
 
 
 
 
 
 
 
 
 
 
3
 

Block 2

Courses
Code
 
Programs
 
Lecturers
 
Specialisation
Master 1 
l
e
p
Master 2 
l
e
p
Exam
 
Credits
 
 
 
 
 
Advanced derivatives (Only for MA3. Special schedule: see the IF website http://sfi.epfl.ch/mfe/study-plan )
FIN-503 
IF 
Trolle  
 
2h 
1h 
 
 
 
 
 
During the semester
4
 
 
 
 
Credit risk (Only for MA3)
FIN-504 
IF 
Trevisan  
 
2h 
2h 
 
 
 
 
 
Written
4
 
 
 
 
Derivatives
FIN-404 
IF 
Hugonnier  
 
 
 
 
3h 
2h 
 
 
Written
6
 
 
 
 
Empirical methods in Finance
FIN-407 
IF 
Jondeau  
 
 
 
 
3h 
2h 
 
 
Written
6
 
 
 
 
Fixed income analysis (Only for MA3)
FIN-505 
IF 
Filipovic  
 
3h 
2h 
 
 
 
 
 
Written
6
 
 
 
 
Investments
FIN-405 
IF 
Collin Dufresne  
 
 
 
 
3h 
2h 
 
 
During the semester
6
 
 
 
 
Real options and financial structuring (Only for MA3)
FIN-410 
IF 
Valta  
 
2h 
2h 
 
 
 
 
 
During the semester
4
 

Group 1

Courses
Code
 
Programs
 
Lecturers
 
Specialisation
Master 1 
l
e
p
Master 2 
l
e
p
Exam
 
Credits
 
 
 
 
 
Computational finance
FIN-472 
IF 
Mokak Teguia
Pulido Nino  
 
2h 
2h 
 
 
 
 
 
Written
5
 
 
 
 
Financial applications of blockchains and distributed ledgers (Special schedule: see the IF website http://sfi.epfl.ch/mfe/study-plan )
FIN-413 
IF 
Lipton
Treccani  
 
2h 
 
 
 
 
 
 
During the semester
2
 
 
 
 
Financial big data (Only for MA3. )
FIN-525 
IF 
Challet  
 
3h 
 
 
 
 
 
 
During the semester
3
 
 
 
 
Global business environment
FIN-523 
IF 
Lambertini  
 
2h 
1h 
 
 
 
 
 
During the semester
4
 
 
 
 
Intelligent agents
CS-430 
IN 
Faltings  
 
3h 
3h 
 
 
 
 
 
During the semester
6
 
 
 
 
Investing: a Guide to Doing the Right Thing (For sem. MA3. Special schedule: see the IF website http://sfi.epfl.ch/mfe/study-plan)
FIN-506 
IF 
Apffel
Nahas  
 
21h 
 
 
 
 
 
 
During the semester
2
 
 
 
 
Mathematical modelling of behavior
MATH-463 
MA 
Bierlaire  
 
2h 
2h 
 
 
 
 
 
Written
5
 
 
 
 
Modern regression methods (Course given every two years)
MATH-408 
MA 
Davison  
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
Numerical approximation of PDE's I
MATH-451 
MA 
Nobile  
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
Risk, rare events and extremes (pas donné en 2017-18)
MATH-447 
MA 
 
 
2h 
2h 
 
 
 
 
 
Written
5
 
 
 
 
Time series
MATH-342 
MA 
Thibaud  
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
Venture capital (only for MA3)
FIN-522 
IF 
Fahlenbrach  
 
3h 
 
 
 
 
 
 
During the semester
4
 

For more information


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