In their second year, all students take courses in the core subjects taught at ENSAE :
- Linear and Nonlinear Econometrics
- Time series
Students also choose courses in economics and/or applied mathematics. Each student may combine courses in social sciences, applied maths and computer science in order to acquire the skills needed in the various thirs year majors.
Economics & social sciences courses
Game Theory, Advanced Macroeconomics, Advanced Microeconomics
Sociology, Corporate Finance, International Trade, Introduction to Mathematical Finance, Growth and Economic Cycle Theory, Dynamic Optimization, Microeconomics of Finance, Project in Economic Modeling
Applied Mathematics, computer science & statistics courses
Introduction to Stochastic Processes, Advanced Statistics, Simulation-Based Methods and Monte-Carlo
C++, Survey Sampling, Risk Theory, Nonparametric Statistics, Introduction to Mathematical Finance, Statistical Modeling Seminar, Financial Instruments, Dynamic Optimization, Python for the Data Scientist
This second year ends with a long internship (10 to 16 weeks or even longer if they choose so).