Financial engineering minor 2024-25

Minor : Financial Engineering

Courses
Language
Exam
Credits / Coefficient
Advanced derivatives (MA3 only)
FIN-503 / Section IF
Perazzi
EN
Winter session
During the semester
4
Convex optimization
MGT-418 / Section MTE
Kuhn
EN
Winter session
Written
5
Derivatives
FIN-404 / Section IF
Hugonnier
EN
Summer session
Written
6
Financial applications of blockchains and distributed ledgers (Special schedule: see the IF 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
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 econometrics
MGT-581 / Section MTE
Aklin
EN
Winter session
Written
4
Introduction to finance (MA1 only. Open to IF Master, IF Minor and IF Exchange Students only)
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 in finance
FIN-407 / Section IF
Malamud
EN
Summer session
Written
6
Macroeconomics and monetary policy
FIN-424 / Section IF
Fuster
EN
Summer session
Written
4
Probability and stochastic calculus
FIN-415 / Section IF
Perazzi
EN
Winter session
Written
6
Quantitative risk management
FIN-417 / Section IF
Filipovic
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