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Study plan

Financial engineering minor 2021-22

Minor : Financial Engineering

Courses
Language
Exam
Credits
Advanced derivatives (MA3 only)
FIN-503 / Section IF
Perazzi
EN
Winter session
During the semester
4
Computational finance (MA3 only)
FIN-472 / Section IF
Glau,Goel,Pasricha,Pulido Nino
EN
Winter session
Written
5
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 IF website https://go.epfl.ch/fe)
FIN-413 / Section IF
Xu
EN
Winter session
During the semester
3
Financial big data (MA3 only)
FIN-525 / Section IF
Challet
EN
Winter session
During the semester
3
Financial econometrics
FIN-407 / Section IF
Gourier
EN
Summer session
Written
6
Financial intermediation
FIN-420 / Section IF
Fuster
EN
Summer session
During the semester
4
Intelligent agents (pas donné en 2021-22)
CS-430 / Section IN
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. For Minor IF: highly recommended)
FIN-401 / Section IF
Morellec
EN
Winter session
Written
6
Investments
FIN-405 / Section IF
Collin Dufresne
EN
Summer session
During the semester
6
Machine learning for finance (MA3 only)
FIN-418 / Section IF
Ackerer
EN
Winter session
During the semester
3
Macrofinance (MA1 only)
FIN-406 / Section IF
Lambertini
EN
Winter session
Written
4
Quantitative risk management (MA3 only)
FIN-417 / Section IF
Malamud
EN
Winter session
Written
4
Real options and financial structuring (MA3 only. Special schedule: see the IF website https://go.epfl.ch/fe)
FIN-410 / Section IF
Arnold
EN
Winter session
During the semester
4
Stochastic calculus
FIN-415 / Section IF
Filipovic,Malamud
EN
Winter session
Written
6
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