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Master of Science UZH ETH in Quantitative Finance

Courses Fall 2024

Lectures: 16 September 2024 until 21 December 2024

Course Catalogue UZH
Course Catalogue ETH

Download Tentative Schedule (XLSX, 19 KB)

UZH Academic Calendar
ETH Academic Calendar

Abbreviations:
L = Lecture, E = Exercise, S = Seminar

Core Area

Courses/Area H/Week ECTS Lecturer(s) Time & Place
Area FIN        
Asset Management: Advanced Investments (L-FIN) 4h 3 Prof. Dr. Thorsten Hens
Dr. Alexandre Ziegler
Mon. 14:00-18:00
UZH
Economic Foundations for Finance
(L+E-FIN)

2h(L)+

2h(E)

6 Prof. Dr. Thorsten Hens
Prof. Dr. Felix Kübler
Ognjen Stankovic
Mon. 10:15-12:00 (L)
Wed. 08:00-09:45 (E)
UZH
Corporate Finance
(L-FIN)
2h 3 Prof. Dr. Zacharias Sautner Tue. 14:00-15:45
UZH
Area MF        
Statistical Foundations for Finance (L-MF) 4h 6 Prof. Dr. Marc Paolella
Tue. 16:15-18:00
Thu. 14:00-15:45
UZH
Mathematical Foundations for Finance (L+E-MF)

3h(L)

+2h(E)

4 Prof. Dr. Dylan Possamaï
Mon. /2w 12:15-14.00 (L)
Tue. 10:15-12:00 (L)
Fri. 08:15-10:00 (E) or
Fri. 10:15-12:00 (E)
ETH

Elective Area - Lectures

Possible courses are given in the following table, further optional courses are offered in the spring semester. Some others may be taken upon a written request to the program director.

Courses/Area H/week ECTS Lecturer(s) Time & Place
Area FIN        
Accounting for Managers (L-FIN) 2h 3 Prof. Dr. Hui Chen
Thu, 10:15-12:00
ETH
Applied Financial Analytics for Strategic Decisions and Value Creation (L-FIN) 2h 3 Wed. 12:15-13:45
UZH
Asset Allocation and Alternative Investments (L-FIN)   3 Block course 10.9., 11.9., 13.9., 2.10.
UZH
Asset Liability and Treasury Risks (L-FIN)   3 Dr. Philippe Mangold
Michael Eichhorn
irregular, block course
ETH
Bank Treasury Management
(L-FIN)
2h 3 Dr. Andreas Blöchlinger Mon. 08:00-09:45
UZH
Behavioral Decision Theory and Financial Derivatives (L+E-FIN) 2h 3 Marc Oliver Rieger irregular, UZH
Corporate Finance (L-FIN) 3h 9 Prof. Dr. Alexander F. Wagner
Prof. Dr. Kjell G. Nyborg
Mon. 09:00-12:00
UZH
Counterparty Credit Risk Management (L-FIN)   3 Dr. Fabrizio Anfuso
Dr. Dimitrios Karyampas
Block course: 16.9. -20.9.
UZH
Data Analytics in Organisations and Business (L-FIN) 3h 5 Dr. Isabelle Flückiger
Fri. 14:15-16:00 (L)
Fri. 16:15-18:00,
bi-weekly (E)
ETH
Data Visualisation in Finance (L-FIN) 2h 3 Cesar Chirilla
Wed 10:15-12:00
UZH
Digital Tools for Finance (L-FIN) 2h 3 Dr. Igor Pozdeev Mon. 12:15-13:45
UZH
Environmental and financial sustainability (L-FIN) 2h 3 Prof. Dr. Marc Chesney
Ester Trutwin
Thu. 14:00-15:45
UZH
Financial and Managerial Accounting Bootscamp for Master's Students (L+E-FIN) 4h 6
irregular, block course
2.9. - 13.9.,
UZH
Impact Investing and Financial Inclusion (L-FIN) 2h 3 Dr. Annette Krauss
Wed. 12:15-13:45
UZH
Investment Process in Practice - Fundamentals and Applications (L-FIN) 2h 3
Tue. 12:15-13:45
UZH
Matlab for Portfolio Management (L-FIN) 2h 3 Dr. Alexandre Ziegler Tue. 10:15-12:00, from 1.10.
UZH
Stress Testing of Banks (L-FIN) 2h 3 Fri. 08:00-09:45
UZH
Area MF        
Financial Risk Management in Social and Pension Insurance (L-MF) 2h 4 Dr. Peter Blum Wed. 16:15-18:00
ETH
Foundations of Data Science (L+E-MF) 4h (L+E) 6
Mon. 14:00-18:00
UZH
Life Insurance Mathematics (L-MF) 2h 4 Prof. Dr. Michael Koller Fri 16:15-18:00
ETH
Machine Learning in Finance and Insurance (L+E-MF) 3h 5 Prof. Dr. Patrick Cheridito
time tbd (L)
Wed 16:15-17:00 (E)
Mathematical Finance (L+E-MF)

4h(L)+

2h(E)

10 Prof. Dr. Beatrice Acciao Thu. 08:15-10:00 (L)
Fri. 08:15-10:00 (L)
Fri. 10:15-12:00 (E)
ETH
Non-Life Insurance: Mathematics and Statistics (L+E-MF)

4h(L)+

1h (E)

8 Prof. Dr. Mario V. Wüthrich
Does not take
place this semester!!!
ETH
Numerical Solution of Stochastic Ordinary Differential Equations (L+E-MF)

3h(L)+

1h(E)

6 Prof. Dr. Christoph Schwab Wed. 14:15-16:00 (L)
Fri. 14:15-15:00 (L)
Fri. 15:15-16:00 (E)
ETH
Responsible Machine Learning with Insurance Applications (L-MF) 2h 4
C. Lorentzen-Geiser
Mon. 14:15-16:00
ETH
The Economy of Risk in Insurance (L-MF) 2h 3 Dr. Michel Dacorogna Mon. 08:00-09:45
UZH
Topics of Applied Risk Management (L-MF) 2h 3 Dr. Gérold Studer
Wed. 16:15-18:00
UZH

Elective Area - Seminars

Possible courses are given in the following table, further optional courses are offered in the spring semester. Some others may be taken upon a written request to the program director.

Courses/Area H/week ECTS Lecturer(s) Time & Place

Area FIN

 

     
CFA Investment Challenge (S-FIN) 4h 6
Tue 8:00-12:00
UZH,
Seminar (13.9. - 10.12)
Advanced CFA Investment Challenge (S-FIN)   3 Dr. Christoph Wenk
to be announced, starting Dec.
UZH, Seminar,
limited to winners of the CFA
Investment Challenge seminar.
Applied Quantitative Finance (S-FIN)   3
Irregular, 16.9. 16:15-18:00,
9.12. 08:00-12:00, 10.12. 08:00-12:00
UZH, Seminar
Interdisciplinary seminar mergers and acquisitions (S-FIN)   3
Block course, 28.10, 29.10,
30.10.: 08:00-18:00
UZH, Seminar
Portfoliomanagement Theory 1 (S-FIN)   3 Prof. Dr. Thorsten Hens
Dr. Matthias Uhl
Dr. Alexandre Ziegler
irregular, starting on 14 Oct
UZH, Seminar
Portfoliomanagement Implementation 1 (S-FIN)   3 irregular
UZH, Seminar
Seminar Corporate Governance (S-FIN) 2h 3 Dr. Christoph Wenk Fri. 8:00-9:45
UZH, Seminar
Area MF        
Seminar in Computational Finance for CSE (S-MF) 2h 4 Prof. Dr. Josef Teichmann
by application
ETH, Seminar

Weiterführende Informationen

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