Fall Semester 2010

Lectures: 20 September 2010 until 24 December 2010
First day with lectures at ETH: Tuesday, 21 September 2010
Examinations take place in the period from 10 January 2011 to 28 February 2011

 

Courses
(area)
Class hours
per week
ECTS
credits
Lecturer(s) Time & Place
 
I. Core Courses
Financial Markets and Institutions (EF)
2h 3 Prof. Dr. Urs Birchler Tue. 12.15-13.45
UZH
Economic Foundations for Finance (EF)
2h+2h 4.5 Prof. Dr. Thorsten Hens
Prof. Dr. Urs Birchler
Mon. 10.15-12.00
UZH
Wed. 12.15-13.45
UZH
Advanced Corporate Finance I (EF)
2h 3 Prof. Dr. Kjell Nyborg Tue. 14.00-15.45
UZH
Mathematical Foundations of Finance (MF)
3h+1h 4 Prof. Dr. Walter Farkas
Prof. Dr. Martin Schweizer
Mon. 14.15-16.00
Fri. 08.15-09.00
ETH, HG E5
Fri. 09.00-10.00
ETH, HG E33.1, E33.3, E33.4, E5
 
Financial Engineering (MF)
3h 4.5 Prof. Dr. Paolo Vanini Tue. 16.15-18:45
UZH
 
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.
 
Numerical Analysis of Stochastic Ordinary Differential Equations / Computational Methods for Quantitative Finance I: Monte Carlo Methods (MF)
3h+1h 6 Prof. Dr. Ch. Schwab Wed. 13.15-15.00
Fri. 13.15-14.00
ETH, HG E1.1
Fri. 14.15-15.00
ETH, HG D1.2, E1.1
 
Risk Theory for Insurance (MF)
2h 4 Dr. Mario Wüthrich Thu. 13.15-15.00
ETH, HG D7.1
Nicht-Leben Versicherungsmathematik (MF)
2h 4 Prof. Dr. Alois Gisler Tue. 16.15-18.00
ETH, HG D1.1
Mathematical Finance (MF)
4h+2h 12 Prof. Dr. Halil Mete Soner Tue. 10.15-12.00
Thu. 10.15-12.00
ETH, HG D1.2
Wed. 15.15-17.00
ETH, HG D3.2
Interest Rate Theory (MF)
3h+1h 8 Prof. Dr. Josef Teichmann Tue. 08.15-10.00
Fri. 10.15-11.00
ETH, HG D3.2
Fri. 11.15-12.00
ETH, HG D3.2
Stochastic Loss Reserving Methods (MF)
2h 4 Dr. Mario Wüthrich Mon. 16.15-18.00
ETH, HG D7.1
An Introduction to the Modelling of Extremes (MF)
2h 4 Prof. Dr. Paul Embrechts Wed. 10.15-12.00
ETH, HG E1.2
An Introduction to Copulas (MF)
2h 4 Prof. Dr. Paul Embrechts Wed. 15.15-17.00
ETH, HG D 7.1
Life Insurance Mathematics (MF)
2h 4 Prof. Dr. Michael Koller Fri. 16.15-18.00
ETH, HG D5.2
Environmental Finance (EF)
4h 4.5 Prof. Dr. Marc Chesney Thu. 14.00-18.00
UZH
Corporate Finance Theory and Applications (EF)
2h 3 Prof. Dr. Alexander Wagner Mon. 10.15-12.00
UZH
Risk Management and Value Creation in Insurance (EF)
2h 3 Dr. Pablo Koch Medina Thu. 08.00-09.45
UZH
Research-Seminar Finance (EF)
2h 3 Guest Speakers Fri. 12.15-13.45
UZH
Financial Risk Management (EF)
2h 3 Dr. Martin Bardenhewer Mon. 12.15-13.45
UZH
Geschichte des Finanzplatzes Schweiz (EF)
2h 3 Dr. Richard T. Meier Mon. 14.00-15.45
UZH
CFA Investment Challenge (Seminar) (EF)
Block 3 Prof. Dr. Markus Leippold  
Portfolio Management Programm 1 (Seminar) (EF)
Block 6 Prof. Dr. Markus Leippold TBA
Current Challenges in Finance (MF)
2h 0 Prof. Dr. Walter Farkas
Prof. Dr. Ashkan Nikeghbali
 
Basic R for Finance (MF)
Block 0 D.Würtz, Y.Chalabi, A.Ellis Sep 25, Oct 2/9
08.30-12.30
ETH, HG E 33.5