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Required Knowledge in Mathematics and Finance
The joint degree program MSc UZH ETH in Quantitative Finance requires knowledge of a number of concepts and methods in finance and mathematics:
Basic calculus and linear algebra:
We expect the knowledge of at least two semesters of "basic undergraduate calculus" and at least one semester of undergraduate linear and matrix algebra. For example, see the contents of the Mathematics I and II lectures at the UZH Faculty of Business, Economics and Informatics.
No Math pre-courses will be offered at UZH or ETH before the start in fall.
Probability and Statistics:
In case of an interview - for applicants whose background in probability is unclear - the Steering Committee will assess their overall mathematical background and their ability to reach the expected level in probability in fall (to be familiar with the books below).
For the start in fall: The admitted candidates are expected to be familiar with a large part of the content of both books below, before starting the MScQF:
J. Jacod and P. Protter: "Probability Essentials", Springer
M. Paolella: „Fundamental Probability: a computational approach », Wiley
Economics and Finance:
Each applicant must have or be able to prove good fundamental knowledge in microeconomics, corporate finance, and investments.
In case of an interview the discussion will be conducted along the content of one (the most familiar to the candidate) of the following three very well-known books:
Hal Varian, Intermediate Microeconomics
Christoph Snyder and Walter Nicholson, Microeconomic Theory
Robert Pindyck and Daniel Rubinfeld, Microeconomics
For the start in fall: We strongly recommend the admitted candidates to be familiar with the content of at least one of the following three well-known books before starting the MScQF in fall:
Harold Cole: Finance and Financial Intermediation
Stephen LeRoy and Jan Werner: Principles of Financial Economics
David Luenberger: Investment Science
Entrance Interview
The Steering Committee may require applicants to pass entrance interviews prior to a decision on a provisional admission. The entrance interview will be conducted along the lines above and will have 2 parts: fundamentals of mathematics (calculus, linear algebra, probability and statistics) and fundamentals of finance/economics.
Required Knowledge of the English Language
The final admission to the program by the Admission Office of the University of Zurich is linked to a good knowledge of the English language.
The proof of knowledge of the English language is due only after a first provisional admission by the Steering Committee of the Master of Science UZH ETH in Quantitative Finance. The language certificate will be asked for by the Admission Office of UZH in April and will have to be shown at the latest for the personal matriculation at UZH in September.
Please check the details of language requirements at UZH (recognized language certificates and exemptions) on
Self Assessment Test
The aim of the self assessment test is to give our potential candidates the opportunity to check their aptitude for the Master of Science UZH ETH in Quantitative Finance, before they apply and pay the application fee. Please be aware that we will not send solutions to the assessment test.