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Master of Science UZH ETH in Quantitative Finance

Spring Semester 2015

Lectures: 16 February 2015 until 30 May 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
Advanced Financial Economics
(L-EF)
2h 3.0 Nilüfer Caliskan Mon.
10.15-12.00
UZH
 
Asset Management: Advanced Investments (L-EF)
3h 4.5 Prof. Dr. Markus Leippold Wed.
16.00-19.00
UZH
 
Continuous Time Quantitative Finance (L-MF)
3h 4.5 Prof. Dr. Marc Chesney
Anca Claudia Pana
Mon.
13.00-15.45
UZH
 
3h+1h 6.0 Prof. Dr. Christoph Schwab Wed.
13.00-15.00 (L)
Fri.
13.00-14.00 (L)
14.00-15.00 (E)
ETH
 
2h 4.0 Prof. Dr. Paul Embrechts     Thu.
10.00-12.00
ETH
 
 
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.
 
Research Seminar Finance (S-EF)
2h 3.0 Prof. Dr. Marc Chesney et. al. Fri.
12.15-13.45
UZH
Seminar
Asset Management: Applied Portfolio Theory (S-EF)
2h 3.0 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
Prof. Dr. Steven Ongena
Tue.
16.15-19.00
UZH
Seminar
Advanced Valuation (S-EF)
2h 3.0 Prof. Dr. Kjell G. Nyborg Thu.
10.15-12.00
UZH
Seminar
Portfoliomanagement Theorie 2 (S-EF)
4h 6.0 Prof. Dr. Thorsten Hens
Prof. Dr. Alexandre Ziegler
Alexander Schnebel
Tue.
14.00-18.00
UZH
Seminar, block course
Portfoliomanagement Implementation (S-EF)
  3.0 Prof. Dr. Thorsten Hens
Prof. Dr. Alexandre Ziegler
Alexander Schnebel
Prof. Dr. Mathias Hoffmann
Information Seminar, block course
Exercises for Advanced Financial Economics (E-EF)
2h 3.0 Anastasiia Sokko Mon.
16.15-18.00
UZH
Starting on 23 February 2015
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. Claire Myriam Célérier Mon.
8.00-9.45
UZH
 
Economic Crimes & Corporate Resilience (L-EF)
2h 3.0 Ivo Hoppler Mon.
12.15-13.45
UZH
 
Commodity Trading (L-EF)
2h 3.0 Dr. Moscheh Mresse
Dr. Jacques Piasko
Mon.
8.00-09.45
UZH
 
Advanced Corporate Finance II (L-EF)
2h 3.0 Prof. Dr. Michel Antoine Habib Tue.
10.15-12.00
UZH
 
Credit Risk (L-EF)
2h 3.0 Dr. Delia Coculescu Wed.
10.15-12.00
UZH
 
Topics of Applied Risk Management (L-MF)
2h 3.0 Dr. Gerold Studer Fri.
16:00-18:00
UZH
Starting on 27 February 2015
Computational Economics and Finance (L-MF)
4h 6.0 Prof. Dr. Karl Schmedders Tue.
14.00-15.45
Thu.
16.15-18.00
UZH
 
Quantitative Finance (L-MF)
2h 3.0 Prof. Dr. Walter Farkas Thu.
12.15-13.45
UZH
 
4h+1h 10.0 Prof. Dr. Josef Teichmann Tue.
10.00-12.00 (L)
Wed.
08.00-10.00 (L)
Fri.
08.00-09.00 (E)
ETH
 
2h 4.0 Dr. Erwan Koch Wed.
13.00-15.00
ETH
 
3h 4.0 Dr. Florian Herzog Tue.
10.00-12.00 (L)
Tue.
12.00-13.00 (E)
ETH
 
2h 4.0 Dr. René Dahms Wed.
16.00-18.00 (L)
ETH
 
2h 4.0 Prof. Dr. Johannes Muhle-Karbe Wed.
08.00-10.00
ETH
 
2h 4.0 Dr. Peter Antal Thu.
15.00-17.00
ETH
 
Investments - Selected Quantitative Tools (L-MF)
2h 3.0 Dr. Matthias Feiler Fri.
12.15-13.45
UZH
 
Capital Adequacy and Risk Measures (L-MF)
2h 3.0 Dr. Pablo Koch-Medina Thu.
10.15-12.00
UZH