Navigation auf uzh.ch

Suche

Master of Science UZH ETH in Quantitative Finance

Spring Semester 2019

Lectures: 18 February 2019 until 1 June 2019

Course Catalogue UZH
Course Catalogue ETH
Download Tentative Schedule (XLSX, 20 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
Advanced Financial Economics
(L+E-EF)
 4h 6.0

Prof. Dr. Felix Kübler
Marlon Azinovic

Thu.
16.15-18.00 (L)
Mon.
16.15-18.00 (E)
UZH

  
Asset Management: Advanced Investments (L-EF)
 2h 3.0 Dr. Matthias Feiler Fri.
12.15-13.45
UZH		  
Continuous Time Quantitative Finance (L-MF)
 3h 3.0 Prof. Dr. Marc Chesney
Jonathan Krakow		 Mon.
13.00-15.45
UZH		  
Computational Methods for
Quantitative Finance: PDE Methods (L-MF)
 3h+1h 6.0 Dr. Kristin Kirchner Wed.
13.00-15.00 (L)
Fri.
13.00-14.00 (L)
14.00-15.00 (E)
ETH		  
Quantitative Risk Management (L-MF)
 2h+1h 4.0 Prof. Dr. Patrick Cheridito     Thu.
10.00-12.00 (L)
Thu.
12.00-13.00 (E)
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   Fri.
12.15-13.45
UZH		 Seminar

Applied Credit Risk Modeling (S-EF)

 2h 3.0 Dr.Simone Bernardi

Wed, 16:00-18:00

UZH

Seminar

Syllabus (PDF, 127 KB)

Applied Quantitative Finance (S-EF)

 2h 3.0

Prof. Dr. Markus Leippold

Nikola Vasiljevic

 irregular, UZH Seminar
Theory of Financial Intermediation and Banking (S-EF)
 2h 3.0 Prof. Dr. Steven Ongena
Daniele Titotto		 Tue.
16.00-18.00
UZH		 Seminar
Portfoliomanagement Theorie 2 (S-EF)
   3.0 Prof. Dr. Thorsten Hens
Dr. Alexandre Ziegler
Dr. Matthias Uhl		 irregular
UZH		 Seminar
Portfoliomanagement Implementation 2 (S-EF)
   6.0 Prof. Dr. Thorsten Hens
Dr. Alexandre Ziegler		 Tue. 12.03., 16.04., 21.05.
12.00-18.00
UZH		 Seminar
The Risk & Finance Lab (S-EF)
 4h 6.0 Dr. Ioannis Akkizidis
Dr. Willi Brammertz		 Fri.
08.00-12.00
UZH		 Seminar
Advanced Banking (L-EF)
  6.0 Kuchulain O'Flynn
Prof. Dr. Ouarda Merrouche		 irregular
UZH		  
Microeconomics of Insurance II (L-EF)
2h 3.0 Prof. Dr. Pablo Koch Medina Mon.
08.00-10.00
UZH		 starting on 25 February
Economic Crimes & Corporate Resilience (L-EF)
 2h 3.0 Ivo Hoppler Mon.
12.15-13.45
UZH		  
Commodity Trading (L+E-EF)
 2h 3.0 Dr. Moscheh Mresse Mon.
08.00-09.45
UZH		  
Economic Theory of Financial Markets (L-EF)
 2h 4.0 Prof. Dr. Mario V. Wüthrich Mon.
16.00-18.00
ETH		  
Crunchpoints in seriously large banking/payment-IT-projects (L-EF)
   3.0 Dr. Thomas Grechenig irregular
UZH		  
Stochastic Loss Reserving Methods (L-MF)
 2h 4.0 Dr. René Dahms Wed.
16.00-18.00 (L)
ETH		  
Machine Learning in Finance (L+E-MF)
 4h 6.0 Prof. Dr. Josef Teichmann Mon.
10.00-12.00 (L)
Wed.
10.00-11.00 (L)
11.00-12.00 (E)
ETH		  
Data Analytics for Non-Life Insurance Pricing (L-MF)
 2h 4.0 Prof. Dr. Mario V. Wüthrich
Dr. Christoph Markus Buser		 Tue.
16.00-18.00 (L)
ETH		  
Brownian Motion and Stochastic Calculus (L-MF)
 5h 10.0 Prof. Dr. Wendelin Werner Wed.
08.00-10.00 (L)
Thu.
10.00-12.00 (L)
ETH		 Date and time of exercise session depends on demand.
Topics of Applied Risk Management (L-MF)
 2h 3.0 Dr. Gerold Studer Fri.
16:15-18:00
UZH		 Starting on 1 March 2019
Quantitative Finance (L+E-MF)
 4h 6.0 Prof. Dr. Walter Farkas
Ludovic Mathys		 Tue.
16.15-18.00 (L)
Fri.
08.00-09.45 (E)
UZH		  
Capital Adequacy and Risk Measures (L-MF)
 2h 3.0 Prof. Dr. Cosimo Munari  Thu.
08.00-10.00
UZH		  
Introduction to Operations Research: Stochastic Models (L+E)
 4h 6.0 Prof. Dr. Christiane Barz

 

 Tue.
12.15-15.45
UZH