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Master of Science UZH ETH in Quantitative Finance

Fall Semester 2011

Lectures: 19 September until 24 Dezember (12.00)
Examinations take place in the period from 9 January 2012 to 17 February 2012

 

Courses (area) Credits Lecturer(s) Details
 
I. Core Courses
Economic Foundations for Finance (EF)
4.5 Prof. Dr. T. Hens
Prof. Dr. U. Birchler
Mon,
10.15-12.00
Wed,
08.00-09.45 (Ex.)
Financial Markets and Institutions (EF)
3.0 Prof. Dr. U. Birchler Tue,
12.15-13.45
Advanced Corporate Finance I (EF)
3.0 Prof. Dr. K. Nyborg Tue,
14.00-15.45
Financial Engineering (MF)
4.5 Prof. Dr. M. Leippold Thu,
10.15-13.00
Mathematical Foundations for Finance (MF)
4.0 Prof. Dr. E. Farkas Mon,
16.15-18.00
Fri,
09.15-10.00
Mon,
08.15-10.00 (Ex.)
 
II. Elective Courses
Possible courses are given in the following table, other courses may be taken upon a written request to the Steering Committee.
 
An Introduction to Copulas (MF)
4.0 Dr. M. Hofert Tue,
08.15-10.00
An Introduction to the Modelling of Extremes (MF)
4.0 Prof. Dr. P. Embrechts Wed,
10.15-12.00
Corporate Finance: Corporate Finance Theory and Applications (EF)
3.0 Prof. Dr. K. Nyborg
Prof. Dr. A. Wagner
Mon,
10.15-12.00
Environmental Finance (EF)
6.0 Prof. Dr. M. Chesney
Jonathan Gheyssens
Thu,
14.00-18.00
Equity Derivative Trading in Practice (MF)
3.0 Dr. Mika Arnold Kastenholz Wed,
10.15-12.00
Financial Risk Management (EF)
3.0 Dr. M. Bardenhewer Mon,
12.15-13.45
Geschichte des Finanzplatzes Schweiz (EF)
3.0 Dr. R. T. Meier in German
Mon,
14.00-15.45
Interest Rate Modeling in Discrete Time (MF)
4.0 Prof. Dr. M. Wüthrich Mon,
14.15-16.00
Interest Rate Theory (MF)
8.0 Prof. Dr. J. Teichmann Thu,
10.15-12.00
Fri,
10.15-11.00
Fri,
11.15-12.00 (Ex.)
Lévy Processes (MF)
4.0 Dr. V. Fasen Tue,
13.15-15.00
Life Insurance Mathematics (MF)
4.0 Prof. Dr. M. Koller Fri,
16.15-18.00
Mathematical Finance (MF)
12.0 Prof. Dr. H. Soner Mon,
14.15-16.00
Thu,
15.15-17.00
Thu,
08.15-10.00 (Ex.)
Numerical Analysis of Stochastic Ordinary Differential Equations (MF)
6.0 Dr. A. Barth
Dr. A. Lang
Wed,
13.15-15.00
Fri,
13.15-14.00
Fri,
14.15-15.00 (Ex.)
Non-Life Insurance Mathematics (MF)
4.0 Prof. Dr. A. Gisler in German
Tue,
16.15-18.00
Probabilistic Theory of Markets with Frictions (MF)
4.0 Dr. Y. Dolinsky Wed,
15.15-17.00
Risk Management and Value Creation in Insurance (EF)
3.0 Dr. P. Koch Medina Thu,
08.00-09.45
Risk Theory for Insurance (MF)
4.0 Prof. Dr. M. Wüthrich Thu,
13.15-15.00
Takeovers, Restructuring, and Corporate Governance (EF)
3.0 Prof. Dr. P. Östberg Mon,
10.15-12.00
The Economy of Risk in Insurance (MF)
3.0 Dr. M. Dacorogna Fri,
16.15-18.00
Research-Seminar Finance (EF)
3.0 Guest Speakers Seminar
Fri,
12.15-13.45
CFA Investment Challenge (EF)
3.0 Guest Speakers Seminar
in German
Portfoliomanagement Programm 1 (EF)
6.0 Guest Speakers Seminar
in German
Portfoliomanagement Programm 3 (EF)
4.5 Guest Speakers Seminar
in German
Advanced Topics in Mathematical Finance (MF)
0 Prof. Dr. H. Föllmer Tue,
10.15-12.00
Re-examination Advanced Financial Economics (EF)
3.0 Re-examination 16.11.2011,
12.00-14.00