Courses Fall 2019

Lectures: 16 September 2019 until 20 December 2019

Course Catalogue UZH
Course Catalogue ETH
Download tentative schedule (XLSX, 19 KB)

UZH Academic Calendar
ETH Academic Calendar

Abbreviations:
L = Lecture
E = Exercise
S = Seminar

Courses (area)	Class hours per week	ECTS credits	Lecturer(s)	Time & Place	Remarks
I. Core Courses
Asset Management: Advanced Investments (L-EF)	4h	3.0	Prof. Dr. Thorsten Hens Dr. Alexandre Ziegler	Mon. 14.00-18.00 UZH
Economic Foundations for Finance (L+E-EF)	2h(L)+2h(E)	6.0	Prof. Dr. Thorsten Hens Prof. Dr. Helga Fehr-Duda Ming Deng Sean Hofland	Mon. 10.15-12.00(L) Wed. 08.00-09.45(E) UZH
Corporate Finance (L-EF)	2h	3.0	Prof. Dr. Michel Habib	Tue. 14.00-15.45 UZH
Financial Engineering (L+E-MF)	4h	6.0	Yunhao He Felix Stang Michal Svaton	Thu. 10.15-12.00 Thu. 16.15-18.00 UZH
Mathematical Foundations for Finance (L+E-MF)	3h(L)+2h(E)	4.0	Prof. Dr. Walter Farkas	Tue. 12.00-13.00(L) Wed. 10.00-12.00(L) Fri. 08.00-10.00(E) or Fri. 10.00-12.00(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.
Risk Case Study Challenge (S-MF)	2h	3.0	Dr. Bastian Jörg Bergmann Prof. Dr. Antoine Bommier Prof. Dr. Stefan Feuerriegel Prof. Dr. Josef Teichmann	Mon. 12.00-14.00 ETH	Seminar
CFA Investment Challenge (S-EF)	4h	6.0	Prof. Dr. Per Östberg Dr. Christoph Wenk	Thu. 14.00-18.00 UZH	Seminar
Advanced CFA Challenge (S-EF)	2h	3.0	Prof. Dr. Per Östberg Dr. Christoph Wenk Prof. Dr. Michel Habib	Thu. 14.00-15.45 UZH	Seminar, limited to the winners of the CFA Challenge 2019 seminar. Starting on 19 December.
Asset Management: Applied Portfolio Theory (S-EF)	2h	3.0	Dr. Philippe Rohner	Tue. 12.15-13.45 UZH	Seminar
Deep Reinforcement Learning (S-EF)		3.0	Dr. Robert Leonard Earle	irregular UZH	Seminar
Research Seminar Finance (S-EF)	2h	3.0	N. N.	Fri. 12.15-13.45 UZH	Seminar
Portfoliomanagement Theory 1 (S-EF)		3.0	Prof. Dr. Thorsten Hens Dr. Matthias Uhl Dr. Alexandre Ziegler	Mon. 14.00-18.00 UZH	Seminar, starting on 21 October Syllabus_PMT1_HS19
Portfoliomanagement Implementation 1 (S-EF)		3.0	Prof. Dr. Thorsten Hens Lukas Milanovich Dr. Alexandre Ziegler Jialing Xi	irregular UZH	Seminar, block course
Takeovers, Restructuring, and Corporate Governance (S-EF)	2h	3.0	Prof. Dr. Per Östberg	Mon. 10.15-12.00 UZH	Seminar
Seminar Corporate Governance (S-EF)	2h	3.0	Dr. Christoph Wenk	Mon. 16.15-18.00 UZH	Seminar
Topics in Mathematical Finance and Stochastic Analysis (S-MF)	2h	4.0	Dr. Christoph Czichowsky	Wed. 15.00-17.00 ETH
Microeconomics of Insurance (L-EF)	2h	3.0	Prof. Dr. Pablo Koch Medina	Tue. 08.00-09.45 UZH
Asset Allocation and Alternative Investments (L-EF)		3.0	Alfredo Fusetti Romano Gruber Dr. Andreas Reichlin Silvia Rudigier Dr. Stephan Skaanes	4.9., 5.9., 6.9. 09.00-17.00, 27.9. 14.00-16.00 UZH	Block course
Bank Treasury Management (L-EF)	2h	3.0	Dr. Andreas Blöchlinger	Mon. 08.00-09.45 UZH
Counterparty Credit Risk Management (L-EF)		3.0	Dr. Fabrizio Anfuso Dr. Dimitrios Karyampas	irregular UZH	Block course
Matlab for Portfolio Management (L-EF)	2h	3.0	Dr. Alexandre Ziegler	Tue. 10.15-12.00 UZH	Starting on 1 October
Taming the Data (L-EF)	2h	3.0	Dr. Roland Bürgi Dr. Pedro Fonseca	Wed. 10.15-12.00 UZH
Corporate Finance (L-EF)	3h	9.0	Prof. Dr. Alexander F. Wagner Prof. Dr. Kjell G. Nyborg	Mon. 09.00-12.00 UZH
Advanced Business Valuation (L-EF)	2h	3.0	Prof. Dr. Francesco Reggiani	irregular UZH
History of the Swiss Financial Center (L-EF)	2h	3.0	Dr. Richard T. Meier	Mon. 14.00-15.45 UZH	Lecture taught in German.
Asset Liability Management and Treasury Risks (L-EF)		3.0	Dr. Philippe Mangold Michael Eichhorn	irregular ETH	Block course
Data Analytics in Organisations and Business (L-EF)	3h	5.0	Dr. Isabelle Flückiger	Fri. 14.00-16.00(L) Fri. 16.00-18.00 bi-weekly(E) ETH
Advanced Statistics (L+E-EF)	4h	6.0	Prof. Dr. Michael Wolf Pierre Alexandre Dubuis	Mon. 16.15-18.00(L) Wed. 16.15-18.00(E) UZH	Exercises start on 25 September.
Introduction to systematic risk premia strategies traded at hedge funds (L+E-MF)	2h	3.0	Dr. Philipp Kallerhoff	Fri. 12.15-13.45 UZH
Mathematical and Computational Statistics with a View Towards Finance and Risk Management (L-MF)	4h	6.0	Prof. Dr. Marc Paolella	Tue. 16.15-18.00 Thu. 14.00-15.45 UZH
Computational Economics and Finance (L-MF)		6.0	Dr. Maximilian Ulrich Werner	Mon.-Fri. 10.00-15.00 2 September until 13 September UZH
Fundamental Probability for Finance (I+II) (L-MF)	4h	6.0	Prof. Dr. Marc Paolella	Tue. 10.15-12.00 Thu. 10.15-12.00 UZH
Environmental and financial sustainability (L-MF)	2h	3.0	Prof. Dr. Marc Chesney Jiani Isabelle Zheng	Thu. 14.00-15.45 UZH
The Economy of Risk in Insurance (L-MF)	2h	3.0	Dr. Michel Dacorogna	Mon. 08.00-09.45 UZH
Mathematical Finance (L+E-MF)	4h(L)+2h(E)	11.0	Prof. Dr. Josef Teichmann	Tue. 08.00-10.00(L) Thu. 08.00-10.00(L) Fr. 10.00-12.00(E) ETH
Numerical Analysis of Stochastic Ordinary Differential Equations (L+E-MF)	3h(L)+1h(E)	6.0	Dr. Kristin Kirchner	Mon. 15.00-17.00(L) Wed. 13.00-14.00(L) Wed. 14.00-15.00(E) ETH
Life Insurance Mathematics (L-MF)	2h	4.0	Prof. Dr. Michael Koller	Fri. 16.00-18.00 ETH
Reinsurance Analytics (L-MF)	2h	4.0	Dr. Peter Antal Dr. Philipp Arbenz	Tue. 16.00-18.00 ETH
Non-Life Insurance: Mathematics and Statistics (L+E-MF)	5h	8.0	Prof. Dr. Mario V. Wüthrich	Mon. 16.00-18.00(L) Tue. 13.00-15.00(L) Tue. 15.00-16.00(E) ETH
Financial Risk Management in Social and Pension Insurance (L-MF)	2h	4.0	Dr. Peter Blum	Wed. 16.00-18.00 ETH

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Courses Fall 2019

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