Study Plan MFE

Important information – Autumn semester 2019-2020

  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.
  2. The course “Optimization methods” will be taught as follows: Lecture: Monday 9h15-12h, on the following dates: Sept: 23 / 30 – Oct: 7 / 14 / 28. Exercises: Tuesday 13h15-15h, on the following dates: Sept: 24 – Oct: 1 / 8 / 15 / 29. The exam will take place on Monday Nov. 11, 9h15-12h.
  3. The course “Accounting for Finance” will be taught on Thursday 9h15-12, on the following dates: Oct: 3 / 17 / 24 / 31 – Nov: 7 / 14 / 28 – Dec: 5 / 12.
  4. The course “Real options & financial structuring” will be taught as follows: Lecture: Wednesday 16h15-19h and Thursday 9h15-12h, on the following dates: Sept: 18 / 19 – Oct: 2 / 3 / 16 / 17 / 23 / 24 – Nov:  / 2. Exercises: Wednesday 16h15-19h, on the following dates: Sept: 25 – Oct: 9 / 30 and Thursday October 31, 9h15-12h. The exam will take place on Wednesday 6 Nov, 16h15-19h.
  5. The course “Financial applications of blockchains and distributed ledgers” will be taught on Tuesday 15h15-18h30, on the following dates: Sept: 17 / 24 – Oct: 8 / 15 / 22 / 29.
  6. The course “Macrofinance” will be taught as follows: Lecture: Wednesday 9h15-12h, starting on October 16. Exercises: Monday 13h15-15h, starting on October 21.

Ingénierie financière 2019-20    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
 

Group 1

Courses
Code
 
Programs
 
Lecturers
 
Specialisation
Master 1 
l
e
p
Master 2 
l
e
p
Exam
 
Credits
 
 
 
 
 
 
 
 
 
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 
 
1h 
 
 
 
 
During the semester
6
 
 
 
 
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 
Xu  
 
2h 
 
 
 
 
 
 
During the semester
2
 
 
 
 
Financial big data (Only for MA3)
FIN-525 
IF 
 
3h 
 
 
 
 
 
 
During the semester
3
 
 
 
 
 
 
 
 
2h 
 
 
 
Written
4
 
 
 
 
 
2h 
1h 
 
 
 
 
 
During the semester
4
 
 
 
 
Information: strategy & economics (pas donné en 2019-20)
MGT-431 
MTE 
Weber  
 
 
 
 
3h 
 
 
 
During the semester
4
 
 
 
 
 
3h 
1h 
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
 
 
 
 
FIN-418 
IF 
 
2h 
 
 
 
 
 
 
During the semester
2
 
 
 
 
 
 
 
2h 
 
 
 
 
During the semester
2
 
 
 
 
 
2h 
2h 
 
 
 
 
 
Written
5
 
 
 
 
Modern regression methods (Course given every two years (given in 2019-20))
MATH-408 
MA 
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
MGT-416 
MTE 
 
 
 
 
2h 
1h 
 
 
During the semester
3
 
 
 
 
 
2h 
2h 
 
 
 
 
 
Written
4
 
 
 
 
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
 
3h 
1h 
 
 
 
 
 
Written
4
 
 
 
 
FIN-410 
IF 
Arnold  
 
2h 
1h 
 
 
 
 
 
During the semester
4
 
 
 
 
Risk, rare events and extremes (Cous donné en alternance tous les deux ans (donné en 2019-20))
MATH-447 
MA 
 
2h 
2h 
 
 
 
 
 
Written
5
 
 
 
 
 
2h 
2h 
 
 
 
 
 
Written
5
 
 
 
 
MATH-342 
MA 
Olhede  
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
Venture capital (only for MA3)
FIN-522 
IF 
 
3h 
 
 
 
 
 
 
During the semester
4