Fall Semester 2009

Lectures: 14 September 2009 until 21 December 2009
Lectures at ETH start 16 September 2009

 

Courses
(area)
Class hours
per week
ECTS
credits
Lecturer(s) Time Location
 
I. Core Courses
Financial Markets and Institutions
(EF)
2h 3 Prof. Dr. Urs Birchler Mon. 08.15-10.00 UZH,
KOL-G-209
Economic Foundations for Finance
(EF)
2h+1h 4.5 Prof.  Dr. Thorsten Hens Mon. 10.15-12.00 UZH,
KO2-F-153
Wed. 08.15-10.00 UZH,
KO2-F-174
Advanced Corporate Finance I
(EF)
2h 3 Prof. Dr. Michel Habib Tue. 14.00-15.45 UZH,
KOL-F-101
Mathematical Foundations of Finance (MF)
3h+1h 4 Prof. Dr. Walter Farkas
Prof. Dr. Martin Schweizer
Tue. 08.15-09.00
Fri. 11.15-13.00
ETH, HG
D7.2
Tue. 09.00-10.00 ETH, HG:
D3.2; D7.1; D7.2; E1.2
Financial Engineering (MF)
2h+1h 4.5 Prof. Dr. Paolo Vanini Tue. 16.15-19.00 ETH, ML
H 44
 
II. Elective Courses
Possible courses are given in the following table, further optional courses are offered in the second semester; other courses may be taken upon a written request to the Steering Committee.
 
Computational Methods for
Quantitative Finance I: Monte Carlo and Sampling Methods (MF)
2h+1h 6 Prof. Dr. Ch. Schwab Wed. 15.15-16.00 ETH, HG
F3
Fri. 14.15-16.00 ETH, HG
F3
Risk Theory for Insurance (MF)
2h 4 Dr. Mario Wüthrich Thu. 13.15-15.00 ETH, HG
D7.1
Non-Life Insurance Mathematics (MF)
2h 4 Prof. Dr. Alois Gisler Tue. 16.15-18.00 ETH, HG
D1.1
The Economy of Risk in Insurance (MF)
2h 3 Dr. Michel Dacorogna Wed. 16.15-18.00 UZH,
HAH-E-10
Mathematical Finance (MF)
4h+2h 12 Prof. Dr. Martin Schweizer Tue. 10.15-12.00 ETH, HG
D3.2
Fri. 8.15-10.00 ETH, HG
D3.2
Thu. 15.15-17.00 ETH, HG
E3,G5
The Volatility Surface (MF)
2h 6 Prof. Dr. Josef Teichmann Mon. 13.15-15.00 ETH, HG
G26.1
Environmental Finance (EF)
3h 3 Prof. Dr. Marc Chesney Thu. 14.15-17.00 UZH,
SOD-1-104
Corporate Finance Theory and Applications (EF)
2h 3 Prof. Dr. Alexander Wagner Mo. 08.00-09.45 UZH,
PLD-E-04
Seminar on Hedge Funds (EF)
2h 3 Prof. Dr. Thorsten Hens
Dr. Mark Schindler
Tue. 12.15-14.00 UZH,
PLD-E-04
Behavioral Portfolio Theory (EF)
Block 3 Prof. Dr. Enrico De Giorgi 17.08-4.09.2009 UZH
History of the financial place Switzerland (in german) (EF)
2h 1.5 Dr. Richard Meier Mon. 12.15-14.00, Start 2. Nov. 2009 UZH,
HAH-F-1
CFA Investment Challenge (Seminar) (EF)
Block 3 Prof. Dr. Markus Leippold 16.09-23.10.2009 UZH