English

Quantitative finance remains one of the fastest growing areas in modern finance. Alternative names are financial engineering, mathematical finance, or financial mathematics. This is an application-based course on the mathematical and computational aspects of derivative pricing. It lies at the heart of mathematics, computing, finance, and economics. Both theory and numerical techniques are presented, with computer simulations performed on MS Excel. If you are interested in technical finance and have wondered what Brownian Motion is, or how Monte Carlo methods are used to price options; then this module is precisely what you are looking for – covering Itô Calculus, Black-Scholes world and Monte Carlo simulations. This is not a theorem-proof based course, but all results are derived.

This course is for students who are planning to work in international teams or are considering an international career. It provides students with background knowledge of different cultural models and approaches that impact people’s behavior in a professional setting. The course raises students’ awareness of potential areas of cultural differences and the ways how to improve their intercultural communication ability. It considers a range of professional skills and situations from intercultural perspectives in order to prepare students for confident communication in their work or study-related settings. 

In December 2010, the self-immolation of a Tunisian fruit vendor sparked the “Arab Spring,” a mighty wave of protests that toppled dictators across the Middle East and North Africa. Spearheaded by young, tech-savvy activists demanding "bread, freedom, and social justice," the uprisings sought economic opportunity, human rights and democratic reform. Fourteen years later, little is left of that hopeful agenda. New, even more ruthless leaders have emerged while autocrats cling to power, crushing dissent and erasing the memory of those revolutionary days. This course examines the counter-revolutionary trajectories that followed the Arab Spring. Through in-depth case studies of human rights violations, it explores how power was reshaped and hopes for freedom buried in MENA. Practical sessions provide hands-on experience in researching and crafting human rights reports, while developing editorial writing skills to present persuasive arguments and advocate for change.

This course engages critically with the relationship between visual culture, written narratives and modern life in selected works produced in Latin America from the late 19th century to the 1930s. In order to create a dynamic space for critical debate, the primary bibliography features short pieces – short stories, chronicles, essays, poems – and various types of images such as illustrations from periodicals, paintings, photography, and cinema. The wide range of texts and images to be discussed includes representative works from Argentina, Brazil, Cuba, Mexico, Peru, and Uruguay.

Through this course, students examine the cultural construction of time and temporality in the early modern period, closely reading one of Shakespeare’s plays in each week of the course. Students take an historicist approach, working toward defining an early modern temporal consciousness. Students consider the temporal conditions and contexts of early modern performance - the temporal experience of the theatre for playwrights, actors, and audience members - engaging with different critical approaches to Shakespeare’s plays that are themselves often reliant on specific constructions of time (e.g. Feminism, New Historicism, Performance Studies, Postcolonialism, Presentism, Queer Studies etc.).

Are you looking to develop the skills to solve real-world challenges in finance, risk management, and insurance? These fields often deal with unpredictable phenomena—like investment decisions, insurance claim patterns, or pricing derivatives—which require robust stochastic models and advanced machine learning techniques. To tackle these challenges effectively, it’s essential to use robust statistical techniques and calibration methodologies to ensure models are reliable. This course equips students with the tools to apply modern statistical and machine learning methods to these complex problems. Students start by exploring Monte Carlo methods, simulating stochastic processes, and applying Generative Adversarial Networks (GANs) in risk management. They then connect Generalized Linear Models to deep neural networks, discovering their practical applications in the insurance industry. The course also addresses the challenges of calibrating models to ensure their accuracy and reliability. Combining rigorous theory with hands-on coding exercises in Python, students gain experience implementing real-world case studies while strengthening their core data science skills.

From the magic lantern to the early cinema, this course explores the context of the 19th-century history of Europe and the United States, told through the various European avant-garde movements. Moving forward, it observes the modernization of filmmaking with a focus on contemporary French cinema, by combining aesthetic and narrative considerations. Learning outcomes include: knowing film history focusing on this major period of its history; mastering specific filmmaking vocabulary; acquiring film analysis and basic methodology. 

The course equips students with the critical tools required to analyze the variety of British colonial representations of India in the 19th and 20th centuries. Students gain the necessary historical knowledge that enables them to contextualize a range of novels and shorter fiction, as well as key historical documents and works of historiography.

This course focuses on expression in the solo keyboard music of C.P.E. Bach, Haydn and Mozart. J.S. Bach and Beethoven will appear as "book ends" to help establish a broader music-historical perspective. The central aim is to develop a refined, historically informed understanding of the musical materials used in keyboard music, encompassing the theory of musical topics, the rhetorical concept of musical form, stylistic registers (from tragic to comic), and notions of character and representation. The course is notes based, but not concerned with structural analysis for its own sake. Instead, the materials and expressive intentions of solo keyboard music are related to period aesthetic ideals, instrument design, music publishing, the rise of the professional solo fortepianist, and­—in the home—the bourgeois ideal of female musical accomplishment. An over-arching theme is the special place of solo keyboard music within the culture of sensibility: in many ways a more productive rubric than that of Viennese Classical Style.

This course introduces students to the avant-garde literary and artistic movement called surrealism that developed across Europe in the early part of the 20th century. Beginning with an examination of the first theories of surrealism which were written in France, the course looks at the movement’s influence across European media before ending with a discussion of the movement’s continuing international development. This course compares surrealism across national boundaries and literary and artistic disciplines. The emphasis of the course is on the interrelation of different media employed by surrealist practitioners, including but not limited to prose, poetry, periodicals, film, painting, and photography.