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Master of Science UZH ETH in Quantitative Finance

Spring Semester 2010

Lectures: 22 February 2010 until 4 June 2010

 

Courses
(area)
Class hours
per week
ECTS
credits
Lecturer(s) Time & Place
 
I. Core Courses
Advanced Financial Economics
(EF)
2h 3.0 Prof. Dr. Thorsten Hens Mon. 16.15-18.00,
UZH
Exam: 14.06.2010
Asset Management - Advanced Investments (EF)
2h+1h 4.5 Prof. Dr. Markus Leippold Wed. 10.15-13.00,
UZH
Exam: 16.06.2010
Continuous Time Quantitative Finance (MF)
3h 4.5 Prof. Dr. Marc Chesney Mon. 13.15-16.00,
UZH
Exam: 07.06.2010
Quantitative Methods for Risk Management (MF)
2h 4.0 Prof. Dr. Paul Embrechts     Thu. 10.15-12.00,
ETH, HG E 5
Computational Methods for
Quantitative Finance: PDE Methods (MF)
2h+1h 6.0 Prof. Dr. Ch. Schwab Wed. 13.15-16.00,
ETH, HG E 3
 
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.
 
Advanced Corporate Finance II (EF)
2h 3.0 Prof. Dr. Michel Habib Tue. 10.15-12.00,
UZH
Asset Management: Applied Portfolio Theory (Seminar) (EF)
2h 3.0 Prof. Dr. Markus Leippold
Dr. Philippe Rohner
Tue. 12.15-14.00,
UZH
Theory of Banking and Financial Intermediation (EF)
3h 4.5 Prof. Dr. Urs Birchler Tue. 14.00-17.00,
UZH
Exercises for Advanced Financial Economics (EF)
2h 3.0 Nilufer Caliskan Wed. 08.00-10.00,
UZH
Quantitative Finance (MF)
2h 3.0 Prof. Dr. Walter Farkas Thu. 12.15-14.00,
UZH
Exam: 24.06.2010
Credit Risk Modelling (EF)
2h 3.0 Dr. Delia Coculescu Thu. 14.00-16.00,
UZH
The Process of Changing of the Swiss Banking Center (in Germ.) (EF)
2h 3.0 Men-Andri Benz
Niels Zilkens
Thu. 16.00-18.00,
UZH
Exam: 17.06.2010
Advanced Financial Engineering (MF)
2h+1h 4.5 Prof. Dr. Paolo Vanini Thu. 16.15-19.00
UZH,
Exam: 17.06.2010
Asset Allocations and
Performance Measurement (EF)
2h 3.0 Dr. Nils Tuchschmid Fri. 8.00-12.00
each 2 weeks,
Start 26.02.2010; UZH
Affine Processes
2h 4 Dr. Martin Keller-Ressel
Prof. Dr. Josef Teichmann
Mon. 10.15-12.00,
ETH, HG D 3.2
Market Consistent Actuarial Valuation
2h 4 Dr. Mario Wüthrich
Dr. Hansjörg Furrer
Mon. 16.15-18.00,
ETH, HG D 7.1
General Theory of Stochastic Processes (MF)
4h 8 Prof. Dr. Martin Schweizer Tue. 08.15-10.00
ETH, HG D 5.2
Thu. 08.15-10.00
ETH, HG D 5.2
Brownian Motion and Stochastic Calculus (MF)
4h 8 Prof. Dr. Alain-Sol Sznitman Tue. 10.15-12.00
ETH, HG D 3.2
Fri. 10.15-12.00
ETH, HG D 3.2
Current Challenges in Finance
2h 0 Prof. Dr. Walter Farkas
Prof. Dr. Ashkan Nikeghbali
Mon. 18.00
Fri. 18.00