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Master of Science UZH ETH in Quantitative Finance

Fall Semester 2014

Lectures: 15 September 2014 until 19 December 2014

Course Catalogue ETH Course Catalogue UZH

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-EF)
2h(L)+2h(E) 4.5 Prof. Dr. Thorsten Hens
Prof. Dr. Jacob Goeree
Dr. Alexey Kushnir
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
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 Prof. Dr. Markus Leippold Thu.
10.15-13.00
UZH
 
3h(L)+2h(E) 4.0 Prof. Dr. Josef Teichmann 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 spring semester; other courses may be taken upon a written request to the Steering Committee.
 
CFA Investment Challenge (S-EF)
2h 6.0 Prof. Dr. Michel Habib Thu.
14.00-16.00
UZH
Seminar
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 09.09-12.09
09.00-17.00
UZH
Seminar, Block course
Portfoliomanagement Theorie 1 (S-EF)
  6.0 Prof. Dr. Thorsten Hens
Prof. Dr. Alexandre Ziegler
Elmar Diener
Alexander Schnebel
06.10-8.12, Mon. 14.00-18.00
UZH
Seminar
Introduction to Matlab with Applications in Finance (S-EF)
  3.0 Nilufer Caliskan irregular
UZH
Seminar, Block course
Takeovers, Restructuring, and Corporate Governance (L-EF)
2h 3.0 Prof. Dr. Per Östberg Mon.
10.15-12.00
UZH
 
Counterparty Credit Risk Management (L-EF)
  3.0 Dr. Fabrizio Anfuso
Dr. Dimitros Karyampas
irregular
UZH
 Block course
Evolutionary Models of Financial Markets (L-EF)
  3.0 Prof. Dr. Klaus Reiner Schenk-Hoppé 18.08-22.08
10.15-14.45
UZH
 Block course
Empirical Corporate Finance: Methodology and Applications (L-EF)
2h 3.0 Dr. Zexi Wang Mon.
14.00-15.45
UZH
 
Microeconomics of Insurance (L-EF)
2h 3.0 Dr. Pablo Koch-Medina
Cosimo-Andrea Munari
Tue.
10.15-12.00
UZH
 
Banking Products - Present and Future (L-EF)
2h 3.0 Dr. Robert Straw Tue.
08.00-12.00, biweekly
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 Dr. Richard T. Meier Mon.
14.00-15.45
UZH
 
2h 4.0 Prof. Dr. Mario V. Wüthrich Mon.
16.00-18.00
ETH
 
Environmental Finance (L-EF)
3h 4.5 Prof. Dr. Marc Chesney
Kim Schartz
Thu.
14.00-17.00
UZH
 
The Economy of Risk in Insurance (L-MF)
2h 3.0 Dr. Michel Dacorogna Tue.
16.15-18.00
UZH
 
Ordinary Differential Equations (L-MF)
2h 3.0 Dr. Michel M. Chipot Wed.
10.15-12.00
14.00-15.45
until November 12
UZH
 
Time Series Analysis (L-MF)
2h(L)+2h(E) 6.0 Prof. Dr. Michael Wolf Mon.
16.15-18.00(L)
Thu.
08.00-09.45(E)
UZH
 
4h(L)+2h(E) 12.0 Prof. Dr. Martin Schweizer Tue.
08.00-10.00(L)
Thu.
08.00-10.00(L)
Fr.
08.00-10.00(E)
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
 
3h(L)+1h(E) 8.0 Prof. Dr. Johannes Muhle-Karbe Thu.
10.00-12.00(L)
Fri.
10.00-11.00(L)
Fri.
11.00-12.00(E)
ETH
 
2h 4.0 Prof. Dr. Michael Koller Fri.
16.00-18.00
ETH