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Master of Science UZH ETH in Quantitative Finance

Fall Semester 2013

Lectures: 16 September 2013 until 20 December 2013

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)
2h(L)+2h(E) 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 Birchler Tue.
12.15-13.45
Thu.
08.00-09.45
UZH
 
Advanced Corporate Finance I
(L-EF)
2h 3.0 Prof. Dr. Kjell G. Nyborg Tue.
14.00-15.45
UZH
 
Financial Engineering (L-MF)
3h 4.5 Chris Bardgett
Nikola Vasiljevic
Thu.
10.15-13.00
UZH
 
3h(L)+2h(E) 4.0 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 Thu.
14.00-16.00
UZH
Seminar
19.09-28.11
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 10.09-13.09
09.00-17.00
UZH
Block course
Portfoliomanagement Programm 1 (S-EF)
  6.0 Prof. Dr. Thorsten Hens
Prof. Dr. Markus Leippold
Elmar Diener
irregular

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

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

UZH
Block course
Empirical Corporate Finance: Methodology and Applications (L-EF)
2h 3.0 Zexi Wang Mon.
14.00-15.45
UZH
 
Takeovers, Restructuring, and Corporate Governance (L-EF)
2h 3.0 Prof. Dr. Per Östberg Mon.
10.15-12.00
UZH
 
Corporate Finance (L-EF)
2h 9.0 Prof. Dr. Kjell G. Nyborg
Prof. Dr. Alexander F. Wagner
Mon.
10.15-12.00
UZH
 
Financial Risk Management (L-EF)
2h 3.0 Dr. 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
 
Credit Risk (L-EF)
2h 3.0 Dr. Delia Marina Coculescu Wed.
10.15-12.00
UZH
 
Current Policy Issues in International Finance (L-EF)
2h 3.0 Dr. Daniel Heller
Dr. Signe Krogstrup
Fri.
14.00-15.45
UZH
 
Environmental Finance (L-EF)
3h 4.5 Prof. Dr. Marc Chesney
Jonathan Gheyssens
Thu.
14.00-17.00
UZH
 
The Economy of Risk in Insurance (L-MF)
2h 3.0 Dr. Michael Dacorogna Tue.
16.15-18.00
UZH
 
4h(L)+2h(E) 12.0 Prof. Dr. Josef Teichmann Wed.
10.00-12.00(L)
Wed.
15.00-17.00(E)
Thu.
08.00-10.00(E)
Fr.
08.00-10.00(L)
ETH
 
2h 4.0 Prof. Dr. Alois Gisler Tue.
16.00-18.00
ETH
 
3h(L)+1h(E) 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
 
2h 4.0 Prof. Dr. Mario V. Wüthrich Mon.
16.00-18.00(L)
ETH
 
2h 4.0 Prof. Dr. Mario V. Wüthrich Thu.
13.00-15.00
ETH
 
2h 4.0 Prof. Dr. Michael Koller Fri.
16.00-18.00
ETH
 
2h 4.0 Dr. Kai Du Tue.
13.00-15.00
ETH
 
2h 4.0 Prof. Dr. Johannes Muhle-Karbe Wed.
15.00-17.00
ETH