Prerequisites for the Master of Science UZH ETH in Quantitative Finance

Required Knowledge in Finance and Mathematics

The candidates for the joint degree program MSc UZH ETH in Quantitative Finance must prove a good knowledge of financial and mathematical notions. This knowledge includes:

  • Basic calculus and linear algebra: It is assumed by default that each candidate has a good knowledge of a two semester course on basic calculus and linear algebra (for example on the level of the Mathematics I and II and Linear Algebra lectures at the Faculty of Business, Economics and Informatics of the University of Zurich).
  • Corporate finance, investments, probability and statistics: Additionally each applicant has to prove good knowledge in corporate finance, investments, probability and in statistics according to the following table:
Topic Recommended Literature Relevant Chapters
Corporate Finance Brealey / Myers:
"Principles of Corporate Finance"
McGraw-Hill Companies
Entire book
Investments Sharpe / Alexander / Bailey:
Prentice Hall
1-11, 14, 15, 20, 23, 24
Probability Theory Jacod / Protter:
"Probability Essentials"
Entire book
Fundamentals of Statistics Rice:
"Mathematical Statistics and Data Analysis"
Duxbury Press
1-6, 7.1-7.3, 8-10, 11.1-11.3, 13.1-13.4, 14.1-14.3

Required Knowledge of the English Language

The admission to the program is linked to a good knowledge of the English language. The degrees accepted as proof of the latter are language certificates of at least level C1 according to the Common European Framework of Reference for Languages.

Exemption to providing proof of language competence is granted to holders of a Swiss Matura or vocational school-leaving certificate with the “Passarelle”, holders of a Bachelor's degree from UZH, and holders of several certificates confirming other educational backgrounds.

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 the University of Zurich in April and will have to be shown at the latest for the personal matriculation at UZH in September.

In order to check how you can prove the required minimum C1 level please take a look at the UZH Recognized English Certificates.

Entrance Interview

The Steering Committee might require applicants to pass entrance examinations/interviews prior to final admission.

The entrance exam/interview

  • in finance: will cover investments and corporate finance.
  • in mathematics: will cover the fundamentals of probability theory and statistics.
  • concentrate on the above mentioned relevant chapters.