Study Plan MFE & Rules ‒ CDM ‐ EPFL

Important information –

Autumn semester 2026-2027

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.

IMPORTANT : one week without class 19-23 October, 2026

FIN-411 Accounting for finance

Dates: first seven weeks of the semester (10 September – October 29, 2026)
Day: Thursday
Time: 08h15-11hEthical behavior in the financial industry

FIN-419 Ethical behavior in the financial industry

Dates: first seven weeks of the semester (10 September – October 29, 2026)
Day: Thursday
Time: 09:15-12h

Financial engineering 2026-27

Block 1

Courses

Language

Master 1

Master 2

Specialisations/Orientations

Exam

Credits / Coefficient

Accounting for finance (MA1 only. Special schedule: see the IF website https://go.epfl.ch/fe)

FIN-411 / Section IF

Cauvin

Courses: 1.5h

Winter session
During the semester

Convex optimization

MGT-418 / Section MTE

Kuhn

Courses: 2h
Exercises: 2h

Winter session
Written

HSS : Introduction to project

/ Section SHS

Divers enseignants

FR/EN

Winter session

HSS : Project

/ Section SHS

Divers enseignants

FR/EN

Summer session

Introduction to econometrics

MGT-581 / Section MTE

Aklin

Courses: 2h
Exercises: 2h

Winter session
Written

Introduction to finance ((IF master stud. only)-MA1)

FIN-401 / Section IF

Morellec

Courses: 2h
Exercises: 2h
Course based project: 1h

Winter session
Written

Probability and stochastic calculus

FIN-415 / Section IF

Perazzi

Courses: 3h
Exercises: 2h

Winter session
Written

Block 2

Courses

Language

Master 1

Master 2

Specialisations/Orientations

Exam

Credits / Coefficient

Advanced derivatives (MA3 only)

FIN-503 / Section IF

Perazzi

Courses: 2h
Exercises: 1h

Winter session
Written

Derivatives

FIN-404 / Section IF

Hasler

Courses: 3h
Exercises: 2h

Summer session
Written

Ethical behavior in the financial industry (Special schedule: see the IF website https://go.epfl.ch/fe)

FIN-419 / Section IF

Nahas

Courses: 1.5h

Winter session
During the semester

Interest rate and credit risk models

FIN-416 / Section IF

Filipovic

Courses: 3h
Exercises: 2h

Winter session
Written

Investments

FIN-405 / Section IF

Collin-Dufresne

Courses: 3h
Exercises: 2h

Summer session
Written

Machine learning in finance

FIN-407 / Section IF

Malamud

Courses: 3h
Exercises: 2h

Summer session
Written

Open economy macroeconomics

FIN-424 / Section IF

Lambertini

Courses: 2h
Exercises: 1h

Summer session
Written

Quantitative financial risk management

FIN-417 / Section IF

Filipovic

Courses: 2h
Exercises: 2h

Winter session
Written

Group 1

Courses

Language

Master 1

Master 2

Specialisations/Orientations

Exam

Credits / Coefficient

Advanced numerical analysis II

MATH-351 / Section MA

Picasso

Courses: 2h
Exercises: 2h

Winter session
Written

Algorithmic game theory

MGT-435 / Section MTE

Cristi

Courses: 2h
Exercises: 2h

Summer session
Written

Applied data analysis

CS-401 / Section SC

West

Courses: 2h
Course based project: 2h

Winter session
Written

Causal inference

MGT-416 / Section MTE

Kiyavash

Courses: 2h
Exercises: 1h

Summer session
During the semester

Cryptography and security (This course is a "depth" for Cyber Security master program and Cyber Security minor.)

COM-401 / Section SC

Vaudenay

Courses: 4h
Exercises: 2h

Winter session
Written

Data science for business

MGT-432 / Section MTE

Lain, Niu

Courses: 3h
Exercises: 1h

Winter session
During the semester

Data visualization

COM-480 / Section SC

Vuillon

Courses: 2h
Course based project: 2h

Summer session
During the semester

Deep learning

EE-559 / Section EL

Cavallaro

Courses: 2h
Exercises: 2h

Summer session
During the semester

Financial applications of blockchains and distributed ledgers

FIN-413 / Section IF

Kurovskiy

Courses: 2h
Course based project: 1h

Summer session
During the semester

Financial big data (MA3 only)

FIN-525 / Section IF

Challet

Courses: 3h

Winter session
During the semester

Financial intermediation

FIN-420 / Section IF

Lambertini

Courses: 2h
Exercises: 1h

Summer session
During the semester

Foundation models and generative AI

CS-461 / Section IN

Bunne

Courses: 2h
Exercises: 2h

Summer session
Written

Fundamentals of machine learning

EE-311 / Section EL

Vacat

Courses: 2h
TP: 2h

Summer session
Written

Information: strategy & economics

MGT-431 / Section MTE

Weber

Courses: 3h

Winter session
During the semester

Introduction to stochastic PDEs

MATH-485 / Section MA

Hairer

Courses: 3h
Exercises: 2h

Summer session
Oral

Machine learning

CS-433 / Section IN

Flammarion, Jaggi

Courses: 4h
Exercises: 2h
Course based project: 2h

Winter session
Written

Machine learning I

MICRO-455 / Section MT

Billard

Courses: 4h

Winter session
Written

Machine learning methods in econometrics

MGT-424 / Section MTE

Kiyavash

Courses: 2h
Exercises: 1h

Summer session
During the semester

Machine learning programming

MICRO-401 / Section MT

Billard

TP: 2h

Winter session
During the semester

Mathematical modelling of behavior

MATH-463 / Section MA

Bierlaire

Courses: 2h
Exercises: 2h

Winter session
Written

Multivariate statistics

MATH-444 / Section MA

Pasche

Courses: 2h
Exercises: 2h

Summer session
Written

Nature finance (MTE-SMT Students : MA3 only )

MGT-541 / Section MTE

Coutu

Courses: 2h
Course based project: 1h

Winter session
During the semester

Numerical analysis and computational mathematics

MATH-456 / Section MA

Grigori

Courses: 2h
Exercises: 2h

Winter session
Written

Numerical approximation of PDEs

MATH-451 / Section MA

Antolin Sanchez, Buffa

Courses: 2h
Exercises: 2h

Summer session
Written

Numerical integration of stochastic differential equations

MATH-450 / Section MA

Nobile

Courses: 2h
Exercises: 2h

Winter session
Oral

Principles of microeconomics

MGT-454 / Section MTE

Kis

Courses: 3h
Exercises: 1h

Winter session
Written

Regression methods

MATH-408 / Section MA

Limnios

Courses: 2h
Exercises: 2h

Winter session
Written

Statistical analysis of network data

MATH-448 / Section MA

Olhede

Courses: 2h
Exercises: 2h

Winter session
Written

Statistical machine learning

MATH-412 / Section MA

Limnios, Obozinski

Courses: 2h
Exercises: 2h

Winter session
Written

Stochastic simulation

MATH-414 / Section MA

Nobile

Courses: 2h
Exercises: 2h

Summer session
Written

Sustainable Finance

FIN-400 / Section IF

Velez Mão de Ferro

Courses: 3h

Winter session
Written

Time series

MATH-342 / Section MA

Olhede

Courses: 2h
Exercises: 2h

Summer session
Written

Venture capital (MA3 only)

FIN-522 / Section IF

Fahlenbrach

Courses: 3h

Winter session
Written

Master project

Courses

Language

Master 1

Master 2

MP Autumn

MP Spring

Exam

Credits / Coefficient

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 / Section IF

Profs divers

Individual project: 320h

Individual project: 320h

Individual project: 320h

Individual project: 320h

Winter/Summer session
During the semester

Master project in Financial Engineering

FIN-599 / Section IF

Profs divers

Individual project: 900h

Individual project: 900h

Winter/Summer session
Oral

Important information –

Autumn semester 2026-2027

FIN-411 Accounting for finance

FIN-419 Ethical behavior in the financial industry

Block 1

Block 2

Group 1

Master project

Useful Documents