Spring Semester 2010
Lectures: 22 February 2010 until 4 June 2010
| Courses (area) |
Class hours per week |
ECTS credits |
Lecturer(s) | Time & Place | |
|---|---|---|---|---|---|
| I. Core Courses |
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|
Advanced Financial Economics (EF) |
2h | 3.0 | Prof. Dr. Thorsten Hens | Mon. 16.15-18.00, UZH Exam: 14.06.2010 |
|
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Asset Management - Advanced Investments (EF)
|
2h+1h | 4.5 | Prof. Dr. Markus Leippold | Wed. 10.15-13.00, UZH Exam: 16.06.2010 |
|
|
Continuous Time Quantitative Finance (MF)
|
3h | 4.5 | Prof. Dr. Marc Chesney | Mon. 13.15-16.00, UZH Exam: 07.06.2010 |
|
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Quantitative Methods for Risk Management (MF)
|
2h | 4.0 | Prof. Dr. Paul Embrechts | Thu. 10.15-12.00, ETH, HG E 5 |
|
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Computational Methods for Quantitative Finance: PDE Methods (MF) |
2h+1h | 6.0 | Prof. Dr. Ch. Schwab | Wed. 13.15-16.00, ETH, HG E 3 |
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| II. Elective Courses Possible courses are given in the following table, further optional courses were offered in the Fall Semester; other courses may be taken upon a written request to the Steering Committee. |
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|
Advanced Corporate Finance II (EF)
|
2h | 3.0 | Prof. Dr. Michel Habib | Tue. 10.15-12.00, UZH |
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Asset Management: Applied Portfolio Theory (Seminar) (EF)
|
2h | 3.0 | Prof. Dr. Markus Leippold Dr. Philippe Rohner |
Tue. 12.15-14.00, UZH |
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Theory of Banking and Financial Intermediation (EF)
|
3h | 4.5 | Prof. Dr. Urs Birchler | Tue. 14.00-17.00, UZH |
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Exercises for Advanced Financial Economics (EF)
|
2h | 3.0 | Nilufer Caliskan | Wed. 08.00-10.00, UZH |
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Quantitative Finance (MF)
|
2h | 3.0 | Prof. Dr. Walter Farkas | Thu. 12.15-14.00, UZH Exam: 24.06.2010 |
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Credit Risk Modelling (EF)
|
2h | 3.0 | Dr. Delia Coculescu | Thu. 14.00-16.00, UZH |
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The Process of Changing of the Swiss Banking Center (in Germ.) (EF)
|
2h | 3.0 | Men-Andri Benz Niels Zilkens |
Thu. 16.00-18.00, UZH Exam: 17.06.2010 |
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Advanced Financial Engineering (MF)
|
2h+1h | 4.5 | Prof. Dr. Paolo Vanini | Thu. 16.15-19.00 UZH, Exam: 17.06.2010 |
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Asset Allocations and Performance Measurement (EF) |
2h | 3.0 | Dr. Nils Tuchschmid | Fri. 8.00-12.00 each 2 weeks, Start 26.02.2010; UZH |
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Affine Processes
|
2h | 4 | Dr. Martin Keller-Ressel Prof. Dr. Josef Teichmann |
Mon. 10.15-12.00, ETH, HG D 3.2 |
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Market Consistent Actuarial Valuation
|
2h | 4 | Dr. Mario Wüthrich Dr. Hansjörg Furrer |
Mon. 16.15-18.00, ETH, HG D 7.1 |
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General Theory of Stochastic Processes (MF)
|
4h | 8 | Prof. Dr. Martin Schweizer | Tue. 08.15-10.00 ETH, HG D 5.2 |
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| Thu. 08.15-10.00 ETH, HG D 5.2 |
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Brownian Motion and Stochastic Calculus (MF)
|
4h | 8 | Prof. Dr. Alain-Sol Sznitman | Tue. 10.15-12.00 ETH, HG D 3.2 |
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| Fri. 10.15-12.00 ETH, HG D 3.2 |
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Current Challenges in Finance
|
2h | 0 | Prof. Dr. Walter Farkas Prof. Dr. Ashkan Nikeghbali |
Mon. 18.00 Fri. 18.00 |
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