Study Plans

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2019-2020

Minor : Financial Engineering

Courses
Code
 
Programs
 
Lecturers
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  
 
Written
2
 
 
 
 
Advanced derivatives (Only for MA3)
FIN-503 
IF 
Perazzi  
 
During the semester
4
 
 
 
 
Computational finance
FIN-472 
IF 
Glau
Pulido Nino
Statti  
 
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
2
 
 
 
 
Financial big data (Only for MA3)
FIN-525 
IF 
Challet  
 
During the semester
3
 
 
 
 
Financial econometrics
FIN-407 
IF 
Monfort  
 
Written
6
 
 
 
 
Intelligent agents
CS-430 
IN 
Faltings  
 
During the semester
6
 
 
 
 
Interest rate and credit risk models (Only in MA3)
FIN-416 
IF 
Filipovic  
 
Written
6
 
 
 
 
Introduction to finance (For MA1. OPEN TO IF MASTER, IF MINOR AND IF EXCHANGE STUDENTS ONLY)
FIN-401 
IF 
Fahlenbrach  
 
Written
6
 
 
 
 
Investments
FIN-405 
IF 
Collin Dufresne  
 
Written
6
 
 
 
 
Macrofinance (For sem. MA1. Special schedule: see the IF website http://sfi.epfl.ch/mfe/study-plan )
FIN-406 
IF 
Lambertini  
 
Written
4
 
 
 
 
Quantitative risk management (Only in MA3)
FIN-417 
IF 
Malamud  
 
Written
4
 
 
 
 
Stochastic calculus
FIN-415 
IF 
Filipovic  
 
Written
6
 
 
 
 
Time series
MATH-342 
MA 
Olhede  
 
Written
5
 
 
 
 
Venture capital (only for MA3)
FIN-522 
IF 
Fahlenbrach  
 
During the semester
4
 

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