Teaching

Complementary courses (refresher courses, pre-registration required) from Monday, September 1, 2025:

First semester : from September 15, 2025

UE Probability, simulation and optimisation (165h, 15 ECTS) :

UE Financial markets, Derivatives and Econometrics (132h, 15 ECTS) :

Second semester : from January 5, 2026

Mandatory courses (included in UE Financial markets, Derivatives and Econometrics) :

Optional UE:

In order to address a number of current topics in the market, optional ECTS credits are proposed. These will take place intensively during the months of January to March. At least four courses must be taken, chosen from the following modules, with at least two from the same specialization module constituting the major, and the other two constituting the minor. Validation of the major (average of the two grades greater than or equal to 10) earns 3 ECTS credits, and validation of the minor (average of the two grades greater than or equal to 10) earns another 3 ECTS credits. If a course is missing to complete the major or minor, a grade of 0 will be assigned to the missing course. If more than four course notes are available, the combination most favorable to the student will be adopted. Access to this courses is free and does not require any special registration.

Please note: Some courses may appear more than once.

AI and finance :

BACRY	Multi-scale statistical analysis and modeling of financial time series	15h
LEHALLE LARUELLE	Machine Learning and optimal trading	15h + 15h de TD
LEMAIRE	Machine learning for derivatives	15h
ABBAS-TURKI	Massive parallel programming on GPU devices for Big Data	15h
PAGÈS	Stochastic optimization for Machine Learning for finance	15h
PHAM	Machine learning and stochastic control	15h

Advanced numerical probability :

LEMAIRE	Machine learning for derivatives	15h
PAGÈS	Stochastic optimization for Machine Learning for finance	15h
ABBAS-TURKI	Massive parallel programming on GPU devices for Big Data	15h
JOURDAIN	Monte-Carlo algorithms for Markov chains and particle methods	15h
ABI JABER	Volterra Processes and Path-Signatures in Finance	15h
MILICA TOMASEVIC	Processus de type McKean-Vlasov et EDP Paraboliques	15h
PHAM	Machine learning and stochastic control	15h

Derivatives (advanced) :

New markets :

Professional Opening :

Internship: from April 13, 2026