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