Damir Filipovic

EPFL CDM SFI CSF
EXTRA 218 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne

EPFL CDM IF-GE
EXTRA 218 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne

EPFL CDM-DIR
EXTRA 218 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne

EPFL CDM SFI
EXTRA 218 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne

Administrative data

Teaching & PhD

Teaching

  • Financial engineering,

PhD Programs

  • Doctoral Program in Finance
  • Doctoral Program in Mathematics
  • Doctoral program in computer and communication sciences

PhD Students

Courses

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 and hedging. goto


Interest rate and credit risk models

This course gives an introduction to the valuation of interest rate securities with and without credit risk, the management and hedging of bond portfolios and the valuation and usage of interest rate and credit derivatives. goto