15-Week Schedule

One chapter per week, with three double-weight weeks where the material warrants it (Chapters 4, 14, 17 spill into review sessions). Each week: two lectures + one laboratory assignment (the chapter’s E1–E4 experiments).

Week Chapter Topic Laboratory module
1 1 Alternative assets and the limits of classical financial engineering Taxonomy · LDCF sandbox
2 2 Probability, processes, and simulation for private markets Stochastic process & cash-flow simulator
3 3 No-arbitrage and incomplete markets State prices & pricing bounds
4 4 Stochastic discount factors and premium location Stochastic DCF engine
5 5 Illiquidity as constraint Liquidity shock simulator
6 6 Filtering and de-smoothing NAV unsmoothing & hidden-value filter
7 7 Nonlinear valuation: indifference, good deals, risk measures Indifference pricing engine
8 8 Fund structures and cash-flow modeling · Midterm (Chs. 1–8) Fund cash-flow engine
9 9 Buyout valuation: the stochastic LBO LBO valuation engine
10 10 Venture capital: power laws and security design Venture portfolio & security engine
11 11 Private credit: default, recovery, covenants Private credit engine
12 12 Real assets: real estate and infrastructure Real asset cash-flow engine
13 13 Allocation, replication, and optimal switching Exposure switchboard
14 14 Optimal stopping and stochastic control Optimal exit solver
15 15–17 Rough dynamics · Malliavin sensitivities · Robust construction (survey + project workshop) Volterra/signature · Malliavin · Portfolio suite

Final projects due at the end of examination week. Chapters 15–17 are taught in survey form in week 15 for a one-semester course; a two-quarter sequence teaches them in full (one week each).