Semyon Malamud

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semyon.malamud@epfl.ch +41 21 693 01 37

Birth date: 12.05.1980

EPFL CDM SFI SFI-SM
EXTRA 213 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne

+41 21 693 01 37
+41 21 693 24 66
Office:  EXTRA 213
EPFL > CDM > SFI > SFI-SM

Web site:  Web site:  https://www.epfl.ch/labs/sfi-sm/

EPFL CDM IF-GE
ODY 3 18 (Odyssea)
Station 5
CH-1015 Lausanne

+41 21 693 01 37
Office:  ODY 3 18
EPFL > CDM > CDM-IF > IF-ENS

EPFL AVP-PGE EDFI-ENS
EXTRA 214 (Extranef UNIL)
Rte de la Chamberonne
CH-1015 Lausanne

+41 21 693 01 37
Office:  EXTRA 214
EPFL > VPA > VPA-AVP-PGE > AVP-PGE-EDOC > EDFI-ENS

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Administrative data

Teaching & PhD

Teaching

Financial engineering

PhD Programs

Doctoral Program in Finance

Doctoral Program in Technology Management

PhD Students

Xu Teng Andrea,

Past EPFL PhD Students

Blatt Julien Arsène , Hapnes Erik , Petrov Evgeny , Praz Rémy , Zhang Yuan ,

Courses

Probability and stochastic calculus

This course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. We study fundamental notions and techniques necessary for applications in finance such as option pricing, hedging, optimal portfolio choice and prediction problems.

Quantitative risk management

This course is an introduction to quantitative risk management that covers standard statistical methods, multivariate risk factor models, non-linear dependence structures (copula models), as well as portfolio allocation and diversification.

Asset Pricing

This course provides an overview of the theory of asset pricing and portfolio choice theory following historical developments in the field and putting emphasis on theoretical models that help our understanding of financial decision making and financial markets.

Data driven business analytics

This course focuses on on methods and algorithms needed to apply machine learning with an emphasis on applications in business analytics.