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Master of Science UZH ETH in Quantitative Finance

Fall Semester 2015

Lectures: 14 September 2015 until 18 December 2015

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
Dr. Kremena Bachmann
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. Walter Farkas
Prof. Dr. Martin Schweizer
Tue.
08.00-10.00(L)
Fri.
15.00-16.00(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
Jakub Rojcek
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 07.09.-10.09.
09.00-17.00
UZH
Seminar, Block course
Portfoliomanagement Theorie 1 (S-EF)
  6.0 Prof. Dr. Thorsten Hens
Prof. Dr. Alexandre Ziegler
Prof. Dr. Mathias Hoffmann
Alexander Schnebel
05.10.-7.12., Mon. 14.00-18.00
UZH
Seminar
Takeovers, Restructuring, and Corporate Governance (S-EF)
2h 3.0 Prof. Dr. Per Östberg Mon.
10.15-12.00
UZH
Seminar
Counterparty Credit Risk Management (L-EF)
  3.0 Dr. Fabrizio Anfuso
Dr. Dimitrios Karyampas
irregular
UZH
 Block course
Microeconomics of Insurance (L-EF)
2h 3.0 Dr. Pablo Koch-Medina
Dr. Cosimo-Andrea Munari
Tue.
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
 
History of the Swiss Financial Center (L-EF)
2h 3.0 Dr. Richard T. Meier Mon.
14.00-15.45
UZH
 
3h 5 Dr. Isabelle Flückiger Wed.
15.00-17.00(L)
Wed.
17.00-19.00 bi-weekly(E)
ETH
 
Hedge Funds (S-MF)
2h 3.0 Dr. Jens Jackwerth Fri.
10.15-12.00
UZH
Seminar
Financial and environmental sustainability (L-MF)
3h 6 Prof. Dr. Marc Chesney Tue.
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
 
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
 
Mathematical Financial Economics - A Basic Introduction (L-MF)
2h 3.0 Prof. Dr. Igor Evstigneev irregular
UZH
Block course
4h(L)+2h(E) 12.0 Prof. Dr. Mete Soner 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
 
2h 4.0 Prof. Dr. Michael Koller Fri.
16.00-18.00
ETH
 
4h 6.0 Prof. Dr. Mario V. Wüthrich Mon.
16.00-18.00
Tue.
13.00-15.00
ETH
 
2h 4.0 Dr. Martin P. G. Herdegen Tue
10.00-12.00
ETH
 
3h 6.0 Prof. Dr. Martin Larsson
Prof. Dr. Johannes Muhle-Karbe
Tue
15.00-18.00
ETH