"The aim of this course is to equip students with the skills to conduct simulations and perform mathematical convergence analysis for stochastic models, with applications in fields such as mathematical finance.
The course provides a comprehensive understanding of various numerical methods, covering their foundational principles, convergence properties, and practical implementation considerations." _(from the off ...

The following notes come from the course Machine Learning in Finance and Insurance, taught at ETH Zurich by Patrick Cheridito, Professor of Mathematics at ETH Zurich and Director of RiskLab Switzerland. ...

The following notes come from the course Time Series Analysis, taught at ETH Zurich by Professor Fadoua Balabdaoui. Feel free to reach out to me with any co ...

The following notes are from the course Asset Management: Advanced Investments, taught at the University of Zurich (UZH) by Professor Thorsten Hens and <a hre ...

Index

• Introduction to Statistics and Econometrics
• Simple Regression Analysis
• Multiple Regression Analysis: Basics
• Multiple Regression Analysis: Inference
• Multiple Regression Analysis: Further Issues
• Heteroskedasticity and Other Problems
• Time Series Data
• Panel Data
• Instrumental Variables
  

1 Introduction to Statisti ...

Index

• Introduction
  • The Fama-Shiller controversy
  • Introduction to finance and investment planning
• Options and financial strategies
• Option valuation
• Pricing by arbitrage
• An introduction to the economic analysis of asset markets
• Choice under uncertainty
• Demand for risk
• Risk sharing and insurance
• [Mean variance anal ...

The following notes come from the course Economic Growth, Cycles and Policy, held by Prof. Dr. Hans Gersbach at <a target="_blank" href="https://et ...

The following notes were taken during January 2026, while studying for the course Mathematical Foundations for Finance by Prof. Dr. Martin Schweizer at ETH Zurich. The notes may be incomplete and contain imprecisions; in particular, t ...

The following notes come from the course Economic Dynamics and Complexity, held by Luca Verginer at ETH Zurich. For a m ...

The following notes come from the course Principle of Microeconomics, held by Massimo Filippini at <u ...

The following notes were taken during October 2025, during the first weeks in Zurich, from the course Financial Risk Management by Professor Carol Alexander. The notes are often incomplete and may contain imprecisions; in particular, the mathematical and theoretical aspe ...

These notes are freely taken from the book Machine Learning for Asset Managers (Elements in Quantitative Finance). They are often incomplete and not 100% accurate, as I intentionally skipped mathematical proofs and focused mostly on the practical concepts.

Index

1. Introduction
2. Denoising and Detoning ...

These notes are freely taken from my course Methods for Macroeconomic Forecasting, by Samad Sarferaz at the <a href="https://k ...

The following notes come from the course Strategic Supply Chain Management, held by S. Wagner at ETH Zurich. Warning: up to ...

The following notes come from the course Corporate Sustainability, held by Volker Hoffmann at <a target ...

The following notes come from the course Production and Operations Management, held by Prof. Dr. Torbjørn Netland at ETH Zurich. Video lectures can be found on <a href="https://www.youtube.com/@pome ...

_Durante l'estate del 2025, poco dopo essermi laureato in Ingengeria dell'Automazione al Polimi, seguì, recuperandomi le registrazioni delle lezioni e i materiali del Professor Emilio Barucci, il corso ["Finanza Matematica"](https://onlineservices.polimi.it/manifesti/manifesti/controller/ManifestoPubli ...