Spring Semester 2011
Lectures: February 21 until June 4
Easter Holidays: April 21 (from 16h00) until April 30
Examinations take place in the period from June 6 to September 2
| Courses (area) | Credits | Lecturer(s) | Details | ||
|---|---|---|---|---|---|
| I. Core Courses |
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|
Advanced Financial Economics (EF)
|
3.0 | Prof. Dr. A. Ziegler | Wed. 08.00-09.45 | ||
|
Asset Management: Advanced Investments (EF)
|
4.5 | Prof. Dr. M. Leippold | Wed. 10.15-13.00 | ||
|
Continuous Time Quantitative Finance (MF)
|
4.5 | Prof. Dr. M. Chesney | Mon. 13.00-15.45 | ||
|
Computational Methods for Quantitative Finance: PDE Methods (MF)
|
6.0 | Prof. Dr. C. Schwab | Wed. 13.15-15.00 Fri. 13.15-15.00 |
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|
Quantitative Risk Management (MF)
|
4.0 | Prof. Dr. P. Embrechts | Thu. 10.15-12.00 | ||
| II. Elective Courses Possible courses are given in the following table, other courses may be taken upon a written request to the Steering Committee. |
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|
Advanced Banking (EF)
|
3.0 | Prof. Dr. J.-C. Rochet | Mon. 08.00-09.45 | ||
|
Advanced Banking (Exercises) (EF)
|
3.0 | Thi Quynh Anh Vo | Tue. 10.15-12.00 | ||
|
Advanced Corporate Finance II (EF)
|
3.0 | Prof. Dr. M. Habib | Tue. 10.15-12.00 | ||
|
Advanced Financial Economics (Exercises) (EF)
|
3.0 | Nilufer Caliskan | Mon. 16.15-18.00 | ||
|
Advanced Valuation (EF)
|
3.0 | Prof. Dr. K. Nyborg | Thu. 10.15-12.00 | ||
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Asset Allocations and Performance Measurement (EF)
|
3.0 | Dr. N. Tuchschmid | Fri. 08.00-12.00, (biweekly) |
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|
Asset Management: Applied Portfolio Theory (EF)
|
3.0 | Prof. Dr. M. Leippold Dr. P. Rohner |
Seminar Tue. 12.15-13.45 |
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|
Banking and Corporate Finance: An unified approach to finanical analysis (EF)
|
4.5 | Dr. I. Akkizidis Dr. W. Brammertz |
Fri. 08.00-11.00 | ||
|
Commodity Trading (EF)
|
3.0 | Dr. M. Mresse Dr. J. Piasko |
Mon. 08.15-10.00 | ||
|
Economic Theory of Financial Markets (EF)
|
4.0 | Dr. M. Wüthrich | Mon. 16.15-18.00 | ||
|
Portfoliomanagement Programm 2 (EF)
|
6.0 | Prof. Dr. M. Leippold | Seminar (in German) Date TBA |
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|
Research-Seminar Finance (EF)
|
3.0 | Guest Speakers | Fri. 12.15-14.00 | ||
|
Takeovers, Restructuring, and Corporate Governance (EF)
|
3.0 | Prof. Dr. P. Östberg | Mon. 14.00-15.45 | ||
|
Theory of Banking and Financial Intermediation (EF)
|
4.5 | Prof. Dr. U. Birchler | Tue. 14.00-17.00 | ||
|
Topics of Applied Risk Management (EF)
|
3.0 | Dr. G. Studer | Mon. 08.00-09.45 | ||
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Advanced Topics in Copula Modeling (MF)
|
4.0 | Prof. Dr. P. Embrechts | Tue. 08.15-10.00 | ||
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Brownian Motion and Stochastic Calculus (MF)
|
10.0 | Dr. J. Cerny | Tue. 13.15-15.00 Thu. 08.15-10.00 Fri. 08.15-9.00 |
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New Trends in Stochastic Portfolio Theory (MF)
|
6.0 | Prof. Dr. J. Teichmann | Wed. 15.15-18.00 | ||
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Quantitative Finance (MF)
|
3.0 | Prof. Dr. W. Farkas | Thu. 12.00-13.45 | ||
|
Reinsurance Analytics (MF)
|
4.0 | Dr. P. Antal | Thu. 15.15-17.00 | ||