Second year

In their second year, all students take courses in the core subjects taught at ENSAE :

  • Linear and Nonlinear Econometrics
  • Macroeconomics
  • Microeconomics
  • Statistics
  • 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).