Semyon Malamud

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Birth date : 12.05.1980

EXTRA 213 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne

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Administrative data

Teaching & PhD


Financial engineering

PhD Programs

Doctoral Program in Finance

Doctoral Program in Technology Management


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.

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.