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Master of Science UZH ETH in Quantitative Finance

Courses Fall 2023

Lectures: 18 September 2023 until 22 December 2023

Abbreviations:
L = Lecture
E = Exercise
S = Seminar

Courses
(area)
Class hours
per week
ECTS
credits
Lecturer(s) Time & Place Remarks
 
I. Core Courses
4h 3 Prof. Dr. Thorsten Hens
Dr. Alexandre Ziegler

Mon.

14:00-18:00
UZH

 
2h(L)+2h(E) 6 Prof. Dr. Thorsten Hens
Prof. Dr. Felix Kübler
Ognjen Stankovic

Mon.

10:15-12:00 (L)
Wed. 08:00-09:45 (E)
UZH

 
2h 3 Prof. Dr. Zacharias Sautner

Tue.

14:00-15:45
UZH

 
Statistical Foundations for Finance (L-MF) 4h 6 Prof. Dr. Marc Paolella

Tue.

16:15-18:00

Thu.

14:00-15:45

UZH

 
3h(L)+2h(E) 4 Prof. Dr. Beatrice Acciaio Mon/2w
12:15-14.00(L)
Tue.
8:15-10:00(L)
Fri.
08:15-10:00(E) or
Fri.
10:15-12:00 (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.
 
4h 6 Prof. Dr. Michel Habib
Dr. Christoph Wenk
Thu.
14:00-18:00
UZH
Seminar (until 14 December)
  3 Prof. Dr. Michel Habib
Dr. Christoph Wenk
 
Thu.
14:00-18:00
UZH
Seminar, limited to winners of the CFA Investment Challenge seminar. Starting on 21 December.
  3 Prof. Dr. Philippe Rohner
Prof. Dr. Markus Leippold
21.09. 16:00-18:00, 23.11. 08:00-12:00, 24.11. 08:00-12:00
UZH
Seminar
  3

Prof. Dr. Thorsten Hens
Dr. Matthias Uhl
Dr. Alexandre Ziegler

irregular
UZH

Seminar, starting on 16 October

  3

Prof. Dr. Thorsten Hens
Dr. Alexandre Ziegler

Michael Miliker

irregular
UZH
Seminar, block course
  3

Prof. Dr. Markus Leippold

Dr. Nikola Vasijevic

21.9. 16:00-18:00, 23.11. 08:00-12:00, 24.11. 08:00-12:00 UZH Seminar
2h 3 Dr. Christoph Wenk Fri.
8:00-9:45
UZH
Seminar
  3

Prof. Dr. Hans-Ueli Vogt

Prof. Dr. Alexander Wagner

30.10, 31.10, 1.11.: 08:00-18:00
UZH
Seminar
Seminar in Computational Finance for CSE 2h 4 Prof. Dr. Josef Teichmann by appl Seminar
2h 3

Dr. Björn Assmann

Dr. Dominik Hammer

Dr. Markus Mocha

Mon.
08:00-09:45
UZH
 
2h 3 Prof. Dr. Pablo Koch Medina Tue.
08:00-09:45
UZH
 
2h 3 Dr. Andreas Blöchlinger Mon.
08:00-09:45
UZH
 
  3 Dr. Fabrizio Anfuso
Dr. Dimitrios Karyampas
irregular
UZH
Block course: 11 -15 September
  3

Luca Barenco

Alfredo Fusetti et. al.

irregular
UZH
Block course 4-6 September, 4 October
2h 3

Berk Alp
Daniele Messina

Daniel Saggese

 

Wed.
12:15-13:45
UZH
 
2h 3 Dr. Igor Pozdeev Mon.
12:15-13:45
UZH
 
2h 3 Dr. Alexandre Ziegler Tue.
10:15-12:00
UZH
Starting on 3 October
3h 9 Prof. Dr. Alexander F. Wagner
Prof. Dr. Kjell G. Nyborg
Mon.
09:00-12:00
UZH
 
Environmental and financial sustainability (L-FIN) 2h 3 Prof. Dr. Marc Chesney
Jiani Isabelle Zheng
Thu.
14:00-15:45
UZH
 
  3 Dr. Philippe Mangold
Michael Eichhorn
irregular
ETH
Block course
3h 5 Dr. Isabelle Flückiger Fri.
14:15-16:00(L)
Fri.
16:15-18:00 bi-weekly(E) ETH
 
2h 3

Dr. Anja Hochberg

Olivier P. Müller

Tue. 12:15-13:45 UZH

 
2h 3 Dr. Michel Dacorogna Mon.
08:00-09:45
UZH
 
Topics of Applied Risk Management (L-MF) 2h 3 Dr. Gérold Studer Wed. 16:15-18:00 UZH  
Foundations of Data Science (L+E-MF) 4h (L+E) 6 Prof. Dr. Dan Otteanu Mon.

14:00-18:00 UZH

 
4h(L)+2h(E) 10 Prof. Dr. Martin Schweizer Tue.
08:15-10:00(L)
Thu.
08:15-10:00(L)
Fr.
10:15-12:00(E)
ETH
 
3h(L)+1h(E) 6 Prof. Dr. Christoph Schwab Wed
14:15-16:00(L)
Fri.
14:15-15:00(L)
Fri.
15:15-16:00(E)
ETH
 
2h 4 Prof. Dr. Michael Koller Fri
16:15-18:00
ETH
 
4h(L)+1h (E) 8 Prof. Dr. Mario V. Wüthrich Mon.
16:15-18:00(L)
Tue.
13:15-15:00(L)
Tue.
15:15-16:00(E)
ETH
 
2h 4 Dr. Peter Blum Wed.
16:15-18:00
ETH
 
2h 4

M. Mayer

C. Lorentzen-Geiser

Mon.
14:15-16:00
ETH
 

Weiterführende Informationen

Title

Teaser text.