Spring Semester 2012

Lectures: 1 February 2012 until 2 June 2012

Course Catalogue ETH
 
 

Abbreviations:
L = Lecture
E = Exercise
S = Seminar

Courses
(area)
Class hours
per week
ECTS
credits
Lecturer(s) Time & Place Remarks
 
I. Core Courses
Advanced Financial Economics
(L-EF)
2h 3.0 Prof. Dr. Thorsten Hens Mon.
10.00-12.00
UZH
 
Asset Management - Advanced Investments (L-EF)
2h+1h 4.5 Dr. Matthias Feiler Wed.
17.00-18.00(E)
18-00-20.00(L)
UZH
 
Continous Time Quantitative Finance(L-MF)
3h 4.5 Prof. Dr. Marc Chesney
Jacob Stromberg
Mo.
13.00-15.45
UZH
 
3h+1h 6.0 Oleg Reichmann Wed.
13.00-15.00
Fri.
13.00-14.00(L)
14.00-15.00(E)
ETH
Info
2h 4.0 Prof. Dr. Paul Embrechts     Thu.
10.00-12.00
ETH
Info
 
II. Elective Courses
Possible courses are given in the following table, further optional courses were offered in the Fall Semester; other courses may be taken upon a written request to the Steering Committee.
 
Advanced Corporate Finance II (L-EF)
2h 3.0 Prof. Dr. Michel Habib Tue.
10.15-12.00
UZH
 
Research Seminar Finance (S-EF)
2h 3.0 Prof. Dr. Marc Chesney et al. Fri.
12.15-13.45
UZH
Seminar
Banking Economics (S-EF)
2h 3.0 Prof. Dr. Jean-Charles Rochet Mo.
10.15-12.00
UZH
Seminar
Asset Management: Applied Portfolio Theory (S-EF)
2h 3.0 Prof. Dr. Markus Leippold
Dr. Philippe Rohner
Tue.
12.15-13.45
UZH
Seminar
Theory of Banking and Financial Intermediation (S-EF)
3h 4.5 Prof. Dr. Urs Birchler Tue.
14.00-17.00
UZH
Seminar
Exercises for Advanced Financial Economics (E-EF)
2h 3.0 Nilufer Caliskan Mo.
16.15-18.15
UZH
 
Advanced Valuation (L-EF)
2h 3.0 Prof. Dr. Kjell G. Nyborg Thu.
10.15-12.00
UZH
 
The Risk & Finance Lab (L-EF)
3h 4.5 Dr. Ioannis Akkizidis
Dr. Willi Brammertz
Fri.
9.00-12.00
UZH
 
Advanced Banking (L-EF)
2h 3.0 Prof. Dr. Jean-Charles Rochet Mo.
8.00-9.45
UZH
 
Economic Crimes & Corporate Resilience (L-EF)
2h 3 Ivo Hoppler Tue.
12.15-13.45
UZH
 
Commodity Trading (L+E-EF)
2h 3 Dr. Moscheh Mresse
Dr. Jacques Piasko
Mo.
8.00-9.45
UZH
 
Portfolio Management Programm 2 (Block course-EF)
4h 6 Prof. Dr. Thorsten Hens
Prof. Dr. Markus Leippold
Tue.
16.00-20.00
UZH
Block course
Portfolio Management Programm 4 (Block course-EF)
4h 4.5 Prof. Dr. Thorsten Hens
Prof. Dr. Markus Leippold
Tue.
16.00-20.00
UZH
Block course
Topics of Applied Risk Management (L-MF)
2h 3 Dr. Gerold Studer Mo.
8.00-10.00
UZH
Info
Introduction to Financial Time Series(L-MF)
4h 6.0 Prof. Dr. Marc Paolella
Dr. Kerstin Kehrle
Tue.
10.15-12.00
Wed.
14.00-15.45
UZH
 
Quantitative Finance (L-MF)
2h 3.0 Prof. Dr. Walter Farkas
Dr. Gabriel Drimus
Thu.
12.15-13.45
UZH
 
2h 4.0 Prof. Dr. Johannes Muhle-Karbe Mo.
10.15-12.00
ETH
 
4h+1h 10.0 Prof. Dr. Martin Schweizer Tue.
8.15-10.00 (L)
14.00-15.00(E)
Thu.
8.15-10.00 (L)
ETH
 
2h 4 Prof. Dr. Mario Valentin Wüthrich Mon
16.00-18.00
ETH
 
Topics in Empirical Finance (S-MF)
2h 3 Prof. Dr. Jens Jackwerth Fri
16.00-18.00
UZH
Seminar