Financial engineering minor 2023-24

Minor : Financial Engineering

Courses
Language
Exam
Credits
Advanced derivatives (MA3 only)
FIN-503 / Section IF
Perazzi
EN
Winter session
During the semester
4
Advanced risk management topics (MA3 only. Special schedule. See the MFE website: https://go.epfl.ch/fe)
FIN-474 / Section IF
Acerbi
EN
Winter session
Written
2
Derivatives
FIN-404 / Section IF
Hugonnier
EN
Summer session
Written
6
Econometrics (For sem. MA1)
FIN-403 / Section IF
Fuster
EN
Winter session
Written
4
Financial applications of blockchains and distributed ledgers (Special schedule. See the MFE website: https://go.epfl.ch/fe)
FIN-413 / Section IF
Karyampas
EN
Summer session
During the semester
3
Financial big data (MA3 only)
FIN-525 / Section IF
Challet
EN
Winter session
During the semester
3
Financial intermediation
FIN-420 / Section IF
Fuster
EN
Summer session
During the semester
4
Global business environment (Special schedule. See the MFE website: https://go.epfl.ch/fe)
FIN-523 / Section IF
Felli
EN
Winter session
During the semester
4
Intelligent agents
CS-430 / Section IN
Faltings
EN
Winter session
During the semester
6
Interest rate and credit risk models (MA3 only)
FIN-416 / Section IF
Filipovic
EN
Winter session
Written
6
Introduction to finance (MA1 only. OPEN TO IF MASTER, IF MINOR AND IF EXCHANGE STUDENTS ONLY)
FIN-401 / Section IF
Isakov
EN
Winter session
Written
6
Investments
FIN-405 / Section IF
Collin Dufresne
EN
Summer session
During the semester
6
Machine learning in finance
FIN-407 / Section IF
Gourier
EN
Summer session
Written
6
Probability and stochastic calculus
FIN-415 / Section IF
Filipovic, Perazzi
EN
Winter session
Written
6
Quantitative risk management (MA3 only)
FIN-417 / Section IF
Malamud
EN
Winter session
Written
4
Time series
MATH-342 / Section MA
Olhede
EN
Summer session
Written
5
Venture capital (MA3 only)
FIN-522 / Section IF
Fahlenbrach
EN
Winter session
Written
4