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Master of Science UZH ETH in Quantitative Finance

Spring Semester 2011

Lectures: February 21 until June 4
Easter Holidays: April 21 (from 16h00) until April 30
Examinations take place in the period from June 6 to September 2

 

Courses (area) Credits Lecturer(s) Details
 
I. Core Courses
Advanced Financial Economics (EF)
3.0 Prof. Dr. A. Ziegler Wed. 08.00-09.45
Asset Management: Advanced Investments (EF)
4.5 Prof. Dr. M. Leippold Wed. 10.15-13.00
Continuous Time Quantitative Finance (MF)
4.5 Prof. Dr. M. Chesney Mon. 13.00-15.45
Computational Methods for Quantitative Finance: PDE Methods (MF)
6.0 Prof. Dr. C. Schwab Wed. 13.15-15.00
Fri. 13.15-15.00
Quantitative Risk Management (MF)
4.0 Prof. Dr. P. Embrechts Thu. 10.15-12.00
 
II. Elective Courses
Possible courses are given in the following table, other courses may be taken upon a written request to the Steering Committee.
 
Advanced Banking (EF)
3.0 Prof. Dr. J.-C. Rochet Mon. 08.00-09.45
Advanced Banking (Exercises) (EF)
3.0 Thi Quynh Anh Vo Tue. 10.15-12.00
Advanced Corporate Finance II (EF)
3.0 Prof. Dr. M. Habib Tue. 10.15-12.00
Advanced Financial Economics (Exercises) (EF)
3.0 Nilufer Caliskan Mon. 16.15-18.00
Advanced Valuation (EF)
3.0 Prof. Dr. K. Nyborg Thu. 10.15-12.00
Asset Allocations and Performance Measurement (EF)
3.0 Dr. N. Tuchschmid Fri. 08.00-12.00,
(biweekly)
Asset Management: Applied Portfolio Theory (EF)
3.0 Prof. Dr. M. Leippold
Dr. P. Rohner
Seminar
Tue. 12.15-13.45
Banking and Corporate Finance: An unified approach to finanical analysis (EF)
4.5 Dr. I. Akkizidis
Dr. W. Brammertz
Fri. 08.00-11.00
Commodity Trading (EF)
3.0 Dr. M. Mresse
Dr. J. Piasko
Mon. 08.15-10.00
Economic Theory of Financial Markets (EF)
4.0 Dr. M. Wüthrich Mon. 16.15-18.00
Portfoliomanagement Programm 2 (EF)
6.0 Prof. Dr. M. Leippold Seminar
(in German)
Date TBA
Research-Seminar Finance (EF)
3.0 Guest Speakers Fri. 12.15-14.00
Takeovers, Restructuring, and Corporate Governance (EF)
3.0 Prof. Dr. P. Östberg Mon. 14.00-15.45
Theory of Banking and Financial Intermediation (EF)
4.5 Prof. Dr. U. Birchler Tue. 14.00-17.00
Topics of Applied Risk Management (EF)
3.0 Dr. G. Studer Mon. 08.00-09.45
Advanced Topics in Copula Modeling (MF)
4.0 Prof. Dr. P. Embrechts Tue. 08.15-10.00
Brownian Motion and Stochastic Calculus (MF)
10.0 Dr. J. Cerny Tue. 13.15-15.00
Thu. 08.15-10.00
Fri. 08.15-9.00
New Trends in Stochastic Portfolio Theory (MF)
6.0 Prof. Dr. J. Teichmann Wed. 15.15-18.00
Quantitative Finance (MF)
3.0 Prof. Dr. W. Farkas Thu. 12.00-13.45
Reinsurance Analytics (MF)
4.0 Dr. P. Antal Thu. 15.15-17.00