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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 |
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|
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 |
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|
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 |
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|
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. |
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|
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 |
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|
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 |
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| Thu. 15.15-17.00 | ETH, HG E3,G5 |
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|
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 |
