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Master of Science UZH ETH in Quantitative Finance

Courses Fall 2016

Lectures: 19 September 2016 until 23 December 2016

Course Catalogue ETH Course Catalogue UZH

Abbreviations:
L = Lecture
E = Exercise
S = Seminar

Courses
(area)		 Class hours
per week		 ECTS
credits		 Lecturer(s) Time & Place Remarks
 
I. Core Courses
Economic Foundations for Finance
(L-EF)
 2h(L)+2h(E) 4.5 Prof. Dr. Thorsten Hens
Dr. Kremena Bachmann		 Mon. 10.15-12.00(L)
Wed. 08.00-09.45(E)
UZH
Financial Markets and Institutions (L-EF)
 2h 3.0 Prof. Dr. Urs Birchler Tue.
12.15-13.45
UZH		  
Corporate Finance
(L-EF)
 2h 3.0 Prof. Dr. Michel Habib Tue.
14.00-16.00
UZH		  
Financial Engineering (L-MF)
 3h 4.5 Prof. Dr. Markus Leippold Thu.
10.15-13.00
UZH		  
Mathematical Foundations for Finance (L-MF)
 3h(L)+2h(E) 4.0 Prof. Dr. Walter Farkas
Prof. Dr. Martin Schweizer

Thu. 13.00-14.00(L)
Fri. 14.00-16.00(L)
Fri. 08.00-10.00(E) or Fri. 10.00-12.00(E)

ETH
 
II. Elective Courses
Possible courses are given in the following table, further optional courses were offered in the spring semester; other courses may be taken upon a written request to the Steering Committee.
 
CFA Investment Challenge (S-EF)
 2h 6.0 Prof. Dr. Michel Habib
Jakub Rojcek		 Thu.
14.00-16.00
UZH		 Seminar
Research Seminar Finance (S-EF)
 2h 3.0 Prof. Dr. Marc Chesney et al. Fri.
12.15-13.45
UZH		 Seminar
Portfoliomanagement Theory 1 (S-EF)
   6.0 Prof. Dr. Thorsten Hens
Dr. Matthias Uhl
Alexander Schnebel Dr. Alexandre Ziegler		 03.10.-19.12. Mon. 14.00-18.00
UZH		 Seminar
Portfoliomanagement Implementation (S-EF)
   3.0 Prof. Dr. Thorsten Hens
Dr. Alexandre Ziegler		 irregular
UZH		 Seminar, block course
Takeovers, Restructuring, and Corporate Governance (S-EF)
 2h 3.0 Prof. Dr. Per Östberg Mon.
10.15-12.00
UZH		 Seminar
Counterparty Credit Risk Management (L-EF)
   3.0 Dr. Fabrizio Anfuso
Dr. Dimitrios Karyampas		 irregular
UZH		  Block course
Microeconomics of Insurance (L-EF)
 2h 3.0 Dr. Pablo Koch-Medina
Dr. Cosimo-Andrea Munari		 Tue.
10.15-12.00
UZH		  
Corporate Finance (L-EF)
 3h 9.0 Prof. Dr. Alexander F. Wagner Mon.
09.00-12.00
UZH		  
History of the Swiss Financial Center (L-EF)
2h 3.0 Dr. Richard T. Meier Mon.
14.00-15.45
UZH		  
Data Analytics in Organisations and Business (L-EF)
 3h 5.0 Dr. Isabelle Flückiger Wed. 15.00-17.00(L)
Wed. 17.00-19.00 bi-weekly(E)
ETH
Modern Crime in Financial Markets (L-EF)
 2h 3.0 Dr. Delia Coculescu Mon.
14.00-15.45
UZH		 Lecture starts on Monday, 26 September
Asset Liability Management and Treasury Risks (L-EF)
   3.0 Dr. Philippe Mangold
Michael Eichhorn		 irregular
ETH		 Block course
Hedge Funds (S-MF)
 2h 3.0 Dr. Jens Jackwerth Fri.
10.15-12.00
UZH		 Seminar
Environmental and financial sustainability (L-MF)
 2h 3.0 Prof. Dr. Marc Chesney Thu.
14.00-15.45
UZH		  
The Economy of Risk in Insurance (L-MF)
 2h 3.0 Dr. Michel Dacorogna Mon.
12.00-14.00
UZH		  
Mathematical Finance (L-MF)
 4h(L)+2h(E) 11.0 Prof. Dr. Martin Schweizer Tue. 08.00-10.00(L)
Thu. 08.00-10.00(L)
Fr. 10.00-12.00(E)
ETH
Numerical Analysis of Stochastic Ordinary Differential Equations (L-MF)
 3h(L)+1h(E) 6.0 Prof. Dr. Arnulf Jentzen Wed. 13.00-15.00(L)
Fri. 13.00-14.00(L)
Thu. 14.00-15.00(E) or Fri. 12.00-13.00(E)
ETH
Life Insurance Mathematics (L-MF)
 2h 4.0 Prof. Dr. Michael Koller Fri.
16.00-18.00
ETH		  
Non-Life Insurance: Mathematics and Statistics (L-MF)
 4h 6.0 Prof. Dr. Mario V. Wüthrich Mon. 16.00-18.00
Tue. 13.00-15.00
ETH
Financial Risk Management in Social and Pension Insurance (L-MF)
 2h 4.0 Dr. Peter Blum Wed.
16.00-18.00
ETH		  

Weiterführende Informationen

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