Study Plans

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2020-2021

Minor : Financial Engineering

Courses
Code
 
Programs
 
Lecturers
Exam
 
Credits
 
 
 
 
 
Accounting for finance (MA1 only. Special schedule: see the FE website)
FIN-411 
IF 
Cauvin  
 
Written
2
 
 
 
 
Advanced derivatives (MA3 only)
FIN-503 
IF 
Perazzi  
 
Written
4
 
 
 
 
Computational finance (MA3 only)
FIN-472 
IF 
Glau
Goel
Pasricha
Pulido Nino  
 
Written
5
 
 
 
 
Derivatives
FIN-404 
IF 
Hugonnier  
 
Written
6
 
 
 
 
Econometrics (For sem. MA1)
FIN-403 
IF 
Semadeni  
 
Written
4
 
 
 
 
Financial applications of blockchains and distributed ledgers (Special schedule: see the IF website http://sfi.epfl.ch/mfe/study-plan )
FIN-413 
IF 
Xu  
 
During the semester
3
 
 
 
 
Financial big data (MA3 only)
FIN-525 
IF 
Challet  
 
During the semester
3
 
 
 
 
Financial econometrics
FIN-407 
IF 
Gourier  
 
Written
6
 
 
 
 
Intelligent agents
CS-430 
IN 
Faltings  
 
During the semester
6
 
 
 
 
Interest rate and credit risk models (MA3 only)
FIN-416 
IF 
Filipovic  
 
Written
6
 
 
 
 
Introduction to finance (MA1 only. OPEN TO IF MASTER, IF MINOR AND IF EXCHANGE STUDENTS ONLY)
FIN-401 
IF 
Morellec  
 
Written
6
 
 
 
 
Investments
FIN-405 
IF 
Collin Dufresne  
 
Written
6
 
 
 
 
Machine learning for finance (MA3 only)
FIN-418 
IF 
Ackerer  
 
During the semester
2
 
 
 
 
Macrofinance (MA1 only. Special schedule: see the IF website http://sfi.epfl.ch/mfe/study-plan )
FIN-406 
IF 
Lambertini
Mondragon Minero
Pröbsting  
 
Written
4
 
 
 
 
Quantitative risk management (MA3 only)
FIN-417 
IF 
Malamud  
 
Written
4
 
 
 
 
Real options and financial structuring (MA3 only)
FIN-410 
IF 
Arnold  
 
Written
4
 
 
 
 
Stochastic calculus
FIN-415 
IF 
Filipovic
Malamud  
 
Written
6
 
 
 
 
Time series
MATH-342 
MA 
Olhede  
 
Written
5
 
 
 
 
Venture capital (MA3 only)
FIN-522 
IF 
Fahlenbrach  
 
Written
4
 

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