Study Plan MFE

Important information – Spring semester 2018-2019

  1. Note that for some courses, withdrawal is not allowed once the registration deadline has passed. These courses are tagged “no withdrawal” (“sans retrait”) on the study plan and will be highlighted with an alert in the registration tab on is-academia.
  1. The course “Financial econometrics” will be taught as follows:

Lecture: Thursday 10h15-12h and 13h15-15h and Friday 8h15-10h, on the following dates:

  • Thursday 28.2 and Friday 1.3
  • Thursday 7.3 (10h15-12h only) and Friday 8.3
  • Thursday 14.3 and Friday 15.3
  • Thursday 21.3 and Friday 22.3
  • Thursday 4.4 and Friday 5.4
  • Thursday 9.5 and Friday 10.5
  • Thursday 23.5 and Friday 24.5

Exercise: Thursday 13h15-16h, on the following dates:

  • Thursday 7.3
  • Thursday 28.3
  • Thursday 11.4
  • Thursday 18.4
  • Thursday 2.5
  • Thursday 16.5

Ingénierie financière 2018-19    télécharger le plan en pdf

Master project

Courses
Code
 
Programs
 
Lecturers
 
Specialisation
Master 1 
l
e
p
Master 2 
l
e
p
MP Autumn 
l
e
p
MP Spring 
l
e
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
 
 
 
 
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 
 
2h 
2h 
 
 
 
 
 
Written
4
 
 
 
 
Introduction to finance (For MA1. OPEN TO IF MASTER, IF MINOR AND IF EXCHANGE STUDENTS ONLY)
FIN-401 
IF 
 
3h 
2h 
 
 
 
 
 
Written
6
 
 
 
 
Macrofinance (For sem. MA1. Special schedule: see the IF website http://sfi.epfl.ch/mfe/study-plan )
FIN-406 
IF 
 
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 
 
1h 
1h 
 
 
 
 
 
During the semester
2
 
 
 
 
 
3h 
2h 
 
 
 
 
 
Written
6
 
 
 
 
 
SHS 
Divers enseignants
 
 
 
 
 
 
 
 
 
 
 
 
 
 
3
 
 
 
 
 
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. )
FIN-503 
IF 
 
2h 
1h 
 
 
 
 
 
During the semester
4
 
 
 
 
FIN-404 
IF 
 
 
 
 
3h 
2h 
 
 
Written
6
 
 
 
 
 
 
 
 
3h 
2h 
 
 
Written
6
 
 
 
 
FIN-416 
IF 
 
3h 
2h 
 
 
 
 
 
Written
6
 
 
 
 
 
 
 
 
3h 
2h 
 
 
During the semester
6
 
 
 
 
FIN-417 
IF 
 
2h 
2h 
 
 
 
 
 
Written
4
 
 
 
 
FIN-410 
IF 
Arnold  
 
2h 
1h 
 
 
 
 
 
During the semester
4
 

Group 1

Courses
Code
 
Programs
 
Lecturers
 
Specialisation
Master 1 
l
e
p
Master 2 
l
e
p
Exam
 
Credits
 
 
 
 
 
Advanced machine learning (pas donné en 2018-19)
MICRO-570 
MT 
 
 
 
 
2h 
1h 
1h 
 
Oral
4
 
 
 
 
 
2h 
2h 
 
 
 
 
 
Written
5
 
 
 
 
 
2h 
 
2h 
 
 
 
 
Written
6
 
 
 
 
 
4h 
 
 
 
 
 
 
Written
4
 
 
 
 
 
2h 
2h 
 
 
 
 
 
Written
5
 
 
 
 
 
4h 
2h 
 
 
 
 
 
Written
7
 
 
 
 
MGT-432 
MTE 
Younge  
 
3h 
 
 
 
 
 
 
During the semester
4
 
 
 
 
Data science in practice (Special schedule. See the MTE website: http://cdm.epfl.ch/mte/study-plan )
MGT-415 
MTE 
 
 
 
 
2h 
1h 
 
 
Written
3
 
 
 
 
Financial applications of blockchains and distributed ledgers (Special schedule: see the IF website http://sfi.epfl.ch/mfe/study-plan )
FIN-413 
IF 
 
2h 
 
 
 
 
 
 
During the semester
2
 
 
 
 
Financial big data (Only for MA3. )
FIN-525 
IF 
 
3h 
 
 
 
 
 
 
During the semester
3
 
 
 
 
 
2h 
1h 
 
 
 
 
 
During the semester
4
 
 
 
 
 
 
 
 
3h 
 
 
 
During the semester
4
 
 
 
 
 
 
 
 
4h 
 
2h 
 
Written
6
 
 
 
 
 
3h 
3h 
 
 
 
 
 
During the semester
6
 
 
 
 
Machine learning (The first course (September 18) will take place in the Forum of Rolex Learning Center)
CS-433 
IN 
 
4h 
2h 
 
 
 
 
 
Written
7
 
 
 
 
 
 
 
2h 
 
 
 
 
During the semester
2
 
 
 
 
 
2h 
2h 
 
 
 
 
 
Written
5
 
 
 
 
Modern regression methods (Course given every two years (given in 2018-19))
MATH-408 
MA 
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
MGT-416 
MTE 
Penner  
 
 
 
 
2h 
1h 
 
 
During the semester
3
 
 
 
 
 
2h 
2h 
 
 
 
 
 
Written
4
 
 
 
 
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
 
3h 
1h 
 
 
 
 
 
Written
4
 
 
 
 
Risk, rare events and extremes (Cous donné en alternance tous les deux ans (donné en 2018-19))
MATH-447 
MA 
 
2h 
2h 
 
 
 
 
 
Written
5
 
 
 
 
MATH-342 
MA 
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
Venture capital (only for MA3)
FIN-522 
IF 
 
3h 
 
 
 
 
 
 
During the semester
4
 

Contact
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