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Master of Science UZH ETH in Quantitative Finance

Spring Semester 2012

Lectures: 1 February 2012 until 2 June 2012

Course Catalogue ETH
 		  

Abbreviations:
L = Lecture
E = Exercise
S = Seminar

Courses
(area)		 Class hours
per week		 ECTS
credits		 Lecturer(s) Time & Place Remarks
 
I. Core Courses
Advanced Financial Economics
(L-EF)
 2h 3.0 Prof. Dr. Thorsten Hens Mon.
10.00-12.00
UZH		  
Asset Management - Advanced Investments (L-EF)
 2h+1h 4.5 Dr. Matthias Feiler Wed.
17.00-18.00(E)
18-00-20.00(L)
UZH		  
Continous Time Quantitative Finance(L-MF)
 3h 4.5 Prof. Dr. Marc Chesney
Jacob Stromberg		 Mo.
13.00-15.45
UZH		  
Computational Methods for
Quantitative Finance: PDE Methods (L-MF)
 3h+1h 6.0 Oleg Reichmann Wed.
13.00-15.00
Fri.
13.00-14.00(L)
14.00-15.00(E)
ETH		 Info
Quantitative Risk Management (L-MF)
 2h 4.0 Prof. Dr. Paul Embrechts     Thu.
10.00-12.00
ETH		 Info
 
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 (L-EF)
 2h 3.0 Prof. Dr. Michel Habib Tue.
10.15-12.00
UZH		  
Research Seminar Finance (S-EF)
 2h 3.0 Prof. Dr. Marc Chesney et al. Fri.
12.15-13.45
UZH		 Seminar
Banking Economics (S-EF)
 2h 3.0 Prof. Dr. Jean-Charles Rochet Mo.
10.15-12.00
UZH		 Seminar
Asset Management: Applied Portfolio Theory (S-EF)
 2h 3.0 Prof. Dr. Markus Leippold
Dr. Philippe Rohner		 Tue.
12.15-13.45
UZH		 Seminar
Theory of Banking and Financial Intermediation (S-EF)
 3h 4.5 Prof. Dr. Urs Birchler Tue.
14.00-17.00
UZH		 Seminar
Exercises for Advanced Financial Economics (E-EF)
 2h 3.0 Nilufer Caliskan Mo.
16.15-18.15
UZH		  
Advanced Valuation (L-EF)
 2h 3.0 Prof. Dr. Kjell G. Nyborg Thu.
10.15-12.00
UZH		  
The Risk & Finance Lab (L-EF)
 3h 4.5 Dr. Ioannis Akkizidis
Dr. Willi Brammertz		 Fri.
9.00-12.00
UZH		  
Advanced Banking (L-EF)
 2h 3.0 Prof. Dr. Jean-Charles Rochet Mo.
8.00-9.45
UZH		  
Economic Crimes & Corporate Resilience (L-EF)
 2h 3 Ivo Hoppler Tue.
12.15-13.45
UZH		  
Commodity Trading (L+E-EF)
 2h 3 Dr. Moscheh Mresse
Dr. Jacques Piasko		 Mo.
8.00-9.45
UZH		  
Portfolio Management Programm 2 (Block course-EF)
 4h 6 Prof. Dr. Thorsten Hens
Prof. Dr. Markus Leippold		 Tue.
16.00-20.00
UZH		 Block course
Portfolio Management Programm 4 (Block course-EF)
 4h 4.5 Prof. Dr. Thorsten Hens
Prof. Dr. Markus Leippold		 Tue.
16.00-20.00
UZH		 Block course
Topics of Applied Risk Management (L-MF)
 2h 3 Dr. Gerold Studer Mo.
8.00-10.00
UZH		 Info
Introduction to Financial Time Series(L-MF)
 4h 6.0 Prof. Dr. Marc Paolella
Dr. Kerstin Kehrle		 Tue.
10.15-12.00
Wed.
14.00-15.45
UZH		  
Quantitative Finance (L-MF)
 2h 3.0 Prof. Dr. Walter Farkas
Dr. Gabriel Drimus		 Thu.
12.15-13.45
UZH		  
Optimal Portfolio Choice in Markets with Frictions (L-MF)
 2h 4.0 Prof. Dr. Johannes Muhle-Karbe Mo.
10.15-12.00
ETH		  
Brownian Motion and Stochastic Calculus(L-MF)
 4h+1h 10.0 Prof. Dr. Martin Schweizer Tue.
8.15-10.00 (L)
14.00-15.00(E)
Thu.
8.15-10.00 (L)
ETH		  
Market-Consistent Actuarial Valuation (L-MF)
 2h 4 Prof. Dr. Mario Valentin Wüthrich Mon
16.00-18.00
ETH		  
Topics in Empirical Finance (S-MF)
 2h 3 Prof. Dr. Jens Jackwerth Fri
16.00-18.00
UZH		 Seminar