Financial engineering 2026-27

Block 1

Courses
Language
Master 1
Master 2
Specialisations/Orientations
Exam
Credits / Coefficient
Accounting for finance (MA1 only. Special schedule: see the IF website https://go.epfl.ch/fe)
FIN-411 / Section IF
Cauvin
EN
  • Courses: 1.5h
-
Winter session
During the semester
2
Convex optimization
MGT-418 / Section MTE
Kuhn
EN
  • Courses: 2h
  • Exercises: 2h
-
Winter session
Written
5
HSS : Introduction to project
/ Section SHS
Divers enseignants
FR/EN
-
-
Winter session
3
HSS : Project
/ Section SHS
Divers enseignants
FR/EN
-
-
Summer session
3
Introduction to econometrics
MGT-581 / Section MTE
Aklin
EN
  • Courses: 2h
  • Exercises: 2h
-
Winter session
Written
4
Introduction to finance ((IF master stud. only)-MA1)
FIN-401 / Section IF
Morellec
EN
  • Courses: 2h
  • Exercises: 2h
  • Course based project: 1h
-
Winter session
Written
6
Probability and stochastic calculus
FIN-415 / Section IF
Perazzi
EN
  • Courses: 3h
  • Exercises: 2h
-
Winter session
Written
6

Block 2

Courses
Language
Master 1
Master 2
Specialisations/Orientations
Exam
Credits / Coefficient
Advanced derivatives (MA3 only)
FIN-503 / Section IF
Perazzi
EN
  • Courses: 2h
  • Exercises: 1h
-
Winter session
Written
4
Derivatives
FIN-404 / Section IF
Hasler
EN
-
  • Courses: 3h
  • Exercises: 2h
Summer session
Written
6
Ethical behavior in the financial industry (Special schedule: see the IF website https://go.epfl.ch/fe)
FIN-419 / Section IF
Nahas
EN
  • Courses: 1.5h
-
Winter session
During the semester
2
Interest rate and credit risk models
FIN-416 / Section IF
Filipovic
EN
  • Courses: 3h
  • Exercises: 2h
-
Winter session
Written
6
Investments
FIN-405 / Section IF
Collin-Dufresne
EN
-
  • Courses: 3h
  • Exercises: 2h
Summer session
Written
6
Machine learning in finance
FIN-407 / Section IF
Malamud
EN
-
  • Courses: 3h
  • Exercises: 2h
Summer session
Written
6
Open economy macroeconomics
FIN-424 / Section IF
Lambertini
EN
-
  • Courses: 2h
  • Exercises: 1h
Summer session
Written
4
Quantitative financial risk management
FIN-417 / Section IF
Filipovic
EN
  • Courses: 2h
  • Exercises: 2h
-
Winter session
Written
4

Group 1

Courses
Language
Master 1
Master 2
Specialisations/Orientations
Exam
Credits / Coefficient
Advanced numerical analysis II
MATH-351 / Section MA
Picasso
EN
  • Courses: 2h
  • Exercises: 2h
-
Winter session
Written
5
Algorithmic game theory
MGT-435 / Section MTE
Cristi
EN
-
  • Courses: 2h
  • Exercises: 2h
Summer session
Written
4
Applied data analysis
CS-401 / Section SC
West
EN
  • Courses: 2h
  • Course based project: 2h
-
Winter session
Written
8
Causal inference
MGT-416 / Section MTE
Kiyavash
EN
-
  • Courses: 2h
  • Exercises: 1h
Summer session
During the semester
4
Cryptography and security (This course is a "depth" for Cyber Security master program and Cyber Security minor.)
COM-401 / Section SC
Vaudenay
EN
  • Courses: 4h
  • Exercises: 2h
-
Winter session
Written
8
Data science for business
MGT-432 / Section MTE
Lain, Niu
EN
  • Courses: 3h
  • Exercises: 1h
-
Winter session
During the semester
6
Data visualization
COM-480 / Section SC
Vuillon
EN
-
  • Courses: 2h
  • Course based project: 2h
Summer session
During the semester
6
Deep learning
EE-559 / Section EL
Cavallaro
EN
-
  • Courses: 2h
  • Exercises: 2h
Summer session
During the semester
4
Financial applications of blockchains and distributed ledgers
FIN-413 / Section IF
Kurovskiy
EN
-
  • Courses: 2h
  • Course based project: 1h
Summer session
During the semester
3
Financial big data (MA3 only)
FIN-525 / Section IF
Challet
EN
  • Courses: 3h
-
Winter session
During the semester
3
Financial intermediation
FIN-420 / Section IF
Lambertini
EN
-
  • Courses: 2h
  • Exercises: 1h
Summer session
During the semester
4
Foundation models and generative AI
CS-461 / Section IN
Bunne
EN
-
  • Courses: 2h
  • Exercises: 2h
Summer session
Written
6
Fundamentals of machine learning
EE-311 / Section EL
Vacat
FR
-
  • Courses: 2h
  • TP: 2h
Summer session
Written
4
Information: strategy & economics
MGT-431 / Section MTE
Weber
EN
  • Courses: 3h
-
Winter session
During the semester
4
Introduction to stochastic PDEs
MATH-485 / Section MA
Hairer
EN
-
  • Courses: 3h
  • Exercises: 2h
Summer session
Oral
6
Machine learning
CS-433 / Section IN
Flammarion, Jaggi
EN
  • Courses: 4h
  • Exercises: 2h
  • Course based project: 2h
-
Winter session
Written
8
Machine learning I
MICRO-455 / Section MT
Billard
EN
  • Courses: 4h
-
Winter session
Written
4
Machine learning methods in econometrics
MGT-424 / Section MTE
Kiyavash
EN
-
  • Courses: 2h
  • Exercises: 1h
Summer session
During the semester
4
Machine learning programming
MICRO-401 / Section MT
Billard
EN
  • TP: 2h
-
Winter session
During the semester
2
Mathematical modelling of behavior
MATH-463 / Section MA
Bierlaire
EN
  • Courses: 2h
  • Exercises: 2h
-
Winter session
Written
5
Multivariate statistics
MATH-444 / Section MA
Pasche
EN
-
  • Courses: 2h
  • Exercises: 2h
Summer session
Written
5
Nature finance (MTE-SMT Students : MA3 only )
MGT-541 / Section MTE
Coutu
EN
  • Courses: 2h
  • Course based project: 1h
-
Winter session
During the semester
3
Numerical analysis and computational mathematics
MATH-456 / Section MA
Grigori
EN
  • Courses: 2h
  • Exercises: 2h
-
Winter session
Written
4
Numerical approximation of PDEs
MATH-451 / Section MA
Antolin Sanchez, Buffa
EN
-
  • Courses: 2h
  • Exercises: 2h
Summer session
Written
5
Numerical integration of stochastic differential equations
MATH-450 / Section MA
Nobile
EN
  • Courses: 2h
  • Exercises: 2h
-
Winter session
Oral
5
Principles of microeconomics
MGT-454 / Section MTE
Kis
EN
  • Courses: 3h
  • Exercises: 1h
-
Winter session
Written
4
Regression methods
MATH-408 / Section MA
Limnios
EN
  • Courses: 2h
  • Exercises: 2h
-
Winter session
Written
5
Statistical analysis of network data
MATH-448 / Section MA
Olhede
EN
  • Courses: 2h
  • Exercises: 2h
-
Winter session
Written
5
Statistical machine learning
MATH-412 / Section MA
Limnios, Obozinski
EN
  • Courses: 2h
  • Exercises: 2h
-
Winter session
Written
5
Stochastic simulation
MATH-414 / Section MA
Nobile
EN
-
  • Courses: 2h
  • Exercises: 2h
Summer session
Written
5
Sustainable Finance
FIN-400 / Section IF
Velez Mão de Ferro
EN
  • Courses: 3h
-
Winter session
Written
4
Time series
MATH-342 / Section MA
Olhede
EN
-
  • Courses: 2h
  • Exercises: 2h
Summer session
Written
5
Venture capital (MA3 only)
FIN-522 / Section IF
Fahlenbrach
EN
  • Courses: 3h
-
Winter session
Written
4

Master project

Courses
Language
Master 1
Master 2
MP Autumn
MP Spring
Exam
Credits / Coefficient
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 / Section IF
Profs divers
EN
  • Individual project: 320h
  • Individual project: 320h
  • Individual project: 320h
  • Individual project: 320h
Winter/Summer session
During the semester
0
Master project in Financial Engineering
FIN-599 / Section IF
Profs divers
EN
-
-
  • Individual project: 900h
  • Individual project: 900h
Winter/Summer session
Oral
30