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Master of Science UZH ETH in Quantitative Finance

Fall Semester 2012

Lectures: 17 September 2012 until 22 December 2012

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
Economic Foundations for Finance
(L+E-EF)
 2+2h 4.5 Prof. Dr. Thorsten Hens
Prof. Dr. Ashkan Nikeghbali 		Mon.
10.15-12.00(L)
Wed.
08.00-09.45(E)
UZH		  
Financial Markets and Institutions (L-EF)
 2h 3.0 Prof. Dr. Urs Bichler Tue.
12.15-13.45(L)
UZH		  
Advanced Corporate Finance I
(L-EF)
 2h 3.0 Prof. Dr. Per Östberg Tue.
14.00-15.45
UZH		  
Financial Engineering (L-MF)
 3h 4.5 Prof. Dr. Markus Leippold
Chris Bardgett
Elise Gourier		 Thu.
10.15-13.00
UZH		  
Mathematical Foundations for Finance (L+E-MF)
 3h(L)+2h(E) 4.0 Prof. Dr. Martin Schweizer
Prof. Dr. Walter Farkas		 Mon.
14.00-16.00(L)
Tue.
08.00-09.00(L)
Fri.
08.00-10.00(E)
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.
 
CFA Investment Challenge (S-EF)
 2h 3.0 Prof. Dr. Michel Habib
Lorenzo Brandi
Diego Ostineli		 Wed.
14.00-16.00
UZH		 Seminar
29.09-28.11
Research Seminar Finance (S-EF)
 2h 3.0 Prof. Dr. Marc Chesney et al. Fri.
12.15-13.45
UZH		 Seminar
History of Economics and Banking (S-EF)
   3.0 Prof. Dr. Urs Birchler 11.09-14.09
08.00-18.00
UZH		 Block course
Portfoliomanagement Programm 1 (S-EF)
   6.0 Prof. Dr. Thorsten Hens
Prof. Dr. Markus Leippold		 irregular

UZH		 Seminar
Portfoliomanagement Programm 3 (S-EF)
   4.5 Prof. Dr. Thorsten Hens
Prof. Dr. Markus Leippold		 irregular

UZH		 Seminar
Introduction to Matlab with Applications in Finance (L-EF)
 3h 3.0 Nilufer Caliskan irregular

UZH		 Block course
Corporate Finance: Corporate Finance Theory and Applications (L-EF)
 2h 3.0 Prof. Dr. Alexander Wagner Mo.
10.15-12.00
UZH		  
Financial Risk Management (L-EF)
 2h 3.0 Martin Bardenhewer Mon.
12.15-13.45
UZH		  
History of the Swiss Financial Center (L-EF)
 2h 3.0 Richard T. Meier Mo.
14.00-15.45
UZH		 First lecture Thu! 27.09
Credit Risk (L-EF)
 3h 4.5 Dr. Delia Marina Coculescu Wed.
10.15-13.00
UZH		  
Environmental Finance (L-EF)
 4h 6 Prof. Dr. Marc Chesney
Jonathan Gheyssens		 Thu.
14.00-18.00
UZH		  
The Economy of Risk in Insurance (L-MF)
 2h 3 Michael Dacorogna Tue.
16.15-18.00
UZH		  
Equity Derivative Trading in Practice (L-MF)
 2h 3 Dr. Mika Arnold Kastenholz Wed.
10.15-12.15
ETH		  
Capital Adequacy and Risk Measures (L-MF)
 2h 3.0 Dr. Pablo Koch-Medina Thu.
08.00-09.45
UZH		  
Mathematical Finance (L-MF)
 4h(L)+2h(E) 12.0 Prof. Dr. Martin Schweizer Mon.
08.00-10.00(L)
Thu.
10.00-12.00(L)
Wed.
15.00-17.00(E)
ETH		  
Stochastic Loss Reserving Methods (L-MF)
 2h 4.0 Prof. Dr. Mario V. Wüthrich Mo.
16.00-18.00
ETH		  
Non-Life Insurance Mathematics (L-MF)
 2h 4.0 Prof. Dr. Alois Gisler Tue.
16.00-18.00
ETH		  
Numerical Analysis of Stochastic Ordinary Differential Equations (L-MF)
 3+1h 6.0 Prof. Dr. Arnulf Jentzen Wed.
13.00-15.00(L)
Fri.
13.00-14.00(L)
Fri.
14.00-15.00(E)
ETH		  
Interest Rate Theory (L-MF)
 3+1h 8 Prof. Dr. Johannes Muhle-Karbe Thu.
10.00-12.00(L)
Fri.
10.00-11.00(L)
Fri.
11.00-12.00(E)
ETH		  
Risk Theory for Insurance (L-MF)
 2h 4 Prof. Dr. Mario V. Wüthrich Thu.
13.00-15.00
ETH		  
Life Insurance Mathematics (L-MF)
 2h 4 Prof. Dr. Michael Koller Fri.
16.00-18.00
ETH