MFE Study plan

Important information – Autumn semester 2018-2019

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: 24 – Oct: 1 / 8 / 15 / 29. Exercises: Tuesday 15h15-17h, on the following dates: Sept: 25 – Oct: 2 / 9 / 16 / 30. The exam will take place on Monday Nov. 12, 9h15-12h.
3.    The course “Accounting for Finance” will be taught on Thursday 9h15-12, on the following dates: Oct: 4 / 11 / 25 – Nov: 8 / 15 / 29 – Dec: 6 / 13 / 20.
4.    The course “ Real options & financial structuring” will be taught as follows: Lecture: Thursday 11h15-12h and 13h15-15h and Friday 9h15-12h, on the following dates: Sept: 20 / 21 – Oct: 4 / 5 / 18 / 19 – Nov: 1 / 2. Exercises: Thursday 13h15-16h, on the following dates: Sept: 27 – Oct: 11 / 25 – Nov: 8 / 15. The exam will take place on Friday Nov. 16, 9h15-12h.
5.    The course “ Financial applications of blockchains and distributed ledgers” will be taught on Friday 14h15-17h, on the following dates: Sept: 21 / 28 – Oct: 5 / 12 / 19 / 26 – Nov: 2 / 9 / 16.
6.    The course “Macrofinance” ; will be taught as follows: Lecture: Wednesday 9h15-12h, starting on October 17. Exercises: Monday 13h15-15h, starting on October 22.

 
Contact
mfe@epfl.ch
+41 21 693 0122

Ingnierie financire 2018-19    tlcharger le plan en pdf

Master project

Courses
Code
 
Programs
 
Lecturers
 
Specialisation
Master 1 
l
e
p
Master 2 
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 la section)
FIN-598 
IF 
Profs divers  
 
 
 
320h 
 
 
320h 
 
 
Term paper
0
 

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
 
 
 
 
FIN-410 
IF 
Arnold  
 
2h 
1h 
 
 
 
 
 
During the semester
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 
 
 
 
 
 
 
During the semester
4
 
 
 
 
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 
 
2h 
 
 
 
 
 
 
During the semester
2
 
 
 
 
Financial big data (Only for MA3. )
FIN-525 
IF 
 
3h 
 
 
 
 
 
 
During the semester
3
 
 
 
 
 
2h 
1h 
 
 
 
 
 
During the semester
4
 
 
 
 
 
 
 
 
3h 
 
 
 
During the semester
4
 
 
 
 
 
 
 
 
4h 
 
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
 
 
 
 
 
 
 
2h 
 
 
 
 
During the semester
2
 
 
 
 
 
2h 
2h 
 
 
 
 
 
Written
5
 
 
 
 
Modern regression methods (Course given every two years (given in 2018-19))
MATH-408 
MA 
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
 
2h 
2h 
 
 
 
 
 
Written
4
 
 
 
 
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
 
3h 
1h 
 
 
 
 
 
Written
4
 
 
 
 
Risk, rare events and extremes (Cous donn en alternance tous les deux ans (donn en 2018-19))
MATH-447 
MA 
 
2h 
2h 
 
 
 
 
 
Written
5
 
 
 
 
MATH-342 
MA 
 
 
 
 
2h 
2h 
 
 
Written
5
 
 
 
 
Venture capital (only for MA3)
FIN-522 
IF 
 
3h 
 
 
 
 
 
 
During the semester
4