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

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

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Administrative data

Teaching & PhD

Teaching

Financial engineering

PhD Programs

Doctoral Program in Finance

Doctoral Program in Technology Management

Courses

Stochastic calculus


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