Spring Semester 2013

Lectures: 18 February 2013 until 31 May 2013

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)
3h 4.5 Dr. Matthias Feiler Wed.
17.00-20.00
UZH
 
Continuous Time Quantitative Finance (L-MF)
3h 4.5 Prof. Dr. Marc Chesney
Anca Claudia Pana
Mo.
13.00-16.00
UZH
 
3h+1h 6.0 Dr. Andrea Barth Wed.
13.00-15.00(L)
Fri.
13.00-14.00(L)
14.00-15.00(E)
ETH
 
2h 4.0 Prof. Dr. Paul Embrechts     Thu.
10.00-12.00
ETH
 
 
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.
 
2h 4.0 Prof. Dr. Johannes Muhle-Karbe     Wed.
15.00-17.00
ETH
 
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 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
Introduction to Matlab with Applications in Finance (S-EF)
see info 3 Nilufer Caliskan UZH Seminar
irregular schedule
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+1h 3.0 Prof. Dr. Jean-Charles Rochet Mo.
8.00-9.45 (L)
Tue
14.00-15.00 (E)
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
 
Market Microstructure (Block course-EF)
- 3 Prof. Dr. Ramazan Gencay Thu.
10.00-17.00
UZH
Block course
Portfolio Management Programm 2 (Block course-EF)
4h 6 Prof. Dr. Thorsten Hens
Prof. Dr. Markus Leippold et.al.
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 et.al.
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 Tue.
10.15-12.00
Wed.
14.00-15.45
UZH
 
Computational Economics and Finance (L-MF)
4h 6.0 Prof. Dr. Karl Schmedders Tue.
14.00-16.00
Thu.
16.00-18.00
UZH
 
2h 4.0 Prof. Dr. Paul Embrechts Wed.
13.00-15.00
ETH
 
Quantitative Finance (L-MF)
2h 3.0 Prof. Dr. Walter Farkas
Robert Huitema
Thu.
12.15-13.45
UZH
 
2h 4.0 Dr. Peter Antal Thu.
15.00-17.00
ETH
 
4h+1h 10.0 Prof. Dr. Alain-Sol Sznitman Wed.
10.00-12.00 (L)
Fri.
10.00-12.00 (L)
Tue.
14.00-15.00 (E)
ETH
 
Hegde Funds (S-MF)
2h 3 Prof. Dr. Jens Jackwerth Fri
10.00-12.00
UZH