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

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)

3.0

Prof. Dr. Urs Birchler

Tue.
12.15-13.45
UZH

Corporate Finance
(L-EF)

3.0

Prof. Dr. Michel Habib

Tue.
14.00-16.00
UZH

Financial Engineering (L-MF)

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)

6.0

Prof. Dr. Michel Habib
Jakub Rojcek

Thu.
14.00-16.00
UZH

Seminar

Research Seminar Finance (S-EF)

3.0

Prof. Dr. Marc Chesney et al.

Fri.
12.15-13.45
UZH

Seminar

Portfoliomanagement Theory 1 (S-EF)

6.0