Teaching

TA for Prof. Z. Zhao

HEC, University of Lausanne

Level: Graduate - Master

This class provides an introduction to the principles of the foreign exchange markets, the determination of exchange rates, the nature of foreign exchange risk, and the assessment of the cost of capital for foreign projects.

TA for Prof. F. Alessandrini

HEC, University of Lausanne

Level: Graduate - Master

The objective of this course is to have a view on the quantitative techniques that are most frequently used in the industry. The material covers a review of smart beta techniques, quantitative portfolio construction techniques, and factor investing. These topics are addressed across asset classes. We also touch on various ad-hoc topics, extensively debated in the quantitative asset management industry, such as trend following and socially responsible investing.

TA for Prof. M. Rockinger

HEC, University of Lausanne

Level: EMBA

The core of this course revolves around the question of whether a project should be undertaken or not. Similarly, one may question if a line of business is still viable or if it should be replaced by something more modern. We discuss the concept of present value and of discounting and we discover the two main sources of financing of a firm namely via equity and bonds. We also address the question of whether there is an optimal choice of stocks and bonds. Some time will be spent on understanding the working of distributed ledgers (Bitcoin and Ethereum) and how AI helps financial decision-making.

TA for Prof. J. Froidevaux

HEC, University of Lausanne

Level: Graduate - Master

The objective of this course is to bring a thorough understanding of the key issues revolving around a company, its environment, and stakeholders through the eyes of a financial analyst. Going through several business cases, the course will bring to students several tools and techniques to evaluate a company and its business environment in order to reach a potential investment decision. The content of the course is principally based on relevant sections of the CFA curriculum.

TA for Prof. D. Michoud

HEC, University of Lausanne

Level: Graduate - Master

In this course, students learn the main concepts of banks balance sheet management. We analyse different types of banks, their respective balance sheets (and off balance sheet items), the risks to be managed (liquidity, interest rate, credit, regulatory). We define and use some of the most popular approaches to measure and manage these risks.

TA for Prof. S. Scheidegger

HEC, University of Lausanne

Level: Graduate - Master

This is a fast-paced introductory course to the Python and C++ programming languages. Moreover, it will cover topics from parallel computing, high-performance computing, and cloud computing.

TA for Prof. D. Michoud

HEC, University of Lausanne

Level: Graduate - Master

Although technical, the course aims at providing a general understanding of the main types of insurance companies and their characteristics, constraints, and balance sheet management approaches. Core techniques in asset-liability management will be introduced and developed for some generic cases, and references to ALM practices at insurance companies will be made. The regulatory environment will also be addressed, namely Solvency II and accounting standard, and their impact considered.

TA for Prof. N. Schürhoff

HEC, University of Lausanne

Level: Graduate - Master

The course provides an introduction to the mathematical theories and methods used in modern economics and finance. The objective of the course is to equip students with the mathematical toolkit required for later coursework.