Teaching & PhD
Teaching
- Financial engineering,
PhD Programs
- Doctoral Program in Finance
PhD Students
Hapnes Erik
Petrov Evgeny ...
Praz Rémy ...
Zhang Yuan ...
Past PhD Students
Blatt Julien Arsène ...Petrov Evgeny ...
Praz Rémy ...
Zhang Yuan ...
Courses
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 ma...