Study Plan MFE & Rules ‒ CDM ‐ EPFL

Important information –

Spring semester 2024-2025

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 note: one week without classes 18-25 April 2025

FIN-413 Financial applications of blockchains and distributed ledgers

Dates: during the 7 first weeks of the semester (17.2 – 4.4)
Day: Monday
Time: 13h15 to 17h

Financial engineering 2024-25

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: 2h

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 (MA1 only. Open to IF Master, IF Minor and IF Exchange Students only)

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
During the semester

Derivatives

FIN-404 / Section IF

Hugonnier

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: 2h

Winter session
During the semester

Interest rate and credit risk models (MA3 only)

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
During the semester

Machine learning in finance

FIN-407 / Section IF

Malamud

Courses: 3h
Exercises: 2h

Summer session
Written

Macroeconomics and monetary policy

FIN-424 / Section IF

Fuster

Courses: 2h
Exercises: 1h

Summer session
Written

Quantitative 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

Applied data analysis

CS-401 / Section SC

Brbic

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

COM-401 / Section SC

Vaudenay

Courses: 4h
Exercises: 2h

Winter session
Written

Data science for business (MA3 only)

MGT-432 / Section MTE

Dunbar

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

Deep reinforcement learning (Pas donné en 2024-25)

CS-456 / Section IN

Courses: 2h
Exercises: 1h
Lab: 1h

Summer session
Written

Financial applications of blockchains and distributed ledgers (Special schedule: see the IF website https://go.epfl.ch/fe)

FIN-413 / Section IF

Karyampas

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

Fuster

Courses: 3h

Summer session
During the semester

Fundamentals of machine learning

EE-311 / Section EL

Liebling

Courses: 2h
TP: 2h

Summer session
Written

Information: strategy & economics

MGT-431 / Section MTE

Weber

Courses: 3h

Winter session
During the semester

Information security and privacy

COM-402 / Section IN

Payer

Courses: 3h
Exercises: 1h
Course based project: 2h

Winter session
Written

Intelligent agents

CS-430 / Section IN

Faltings

Courses: 3h
Exercises: 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 II

MICRO-570 / Section MT

Billard

Courses: 3h
Exercises: 1h
Course based project: 1h

Summer session
Oral

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

Panaretos

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

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
Written

Principles of microeconomics (MA3 only)

MGT-454 / Section MTE

Mack

Courses: 3h
Exercises: 1h

Winter session
Written

Regression methods

MATH-408 / Section MA

Davison

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

Obozinski, Zemel

Courses: 2h
Exercises: 2h

Winter session
Written

Stochastic simulation

MATH-414 / Section MA

Nobile

Courses: 2h
Exercises: 2h

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 –

Spring semester 2024-2025

FIN-413 Financial applications of blockchains and distributed ledgers

Block 1

Block 2

Group 1

Master project

Useful Documents