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Master of Science UZH ETH in Quantitative Finance

Courses Spring 2021

Lectures: 22 February 2021 until 5 June 2021

Course Catalogue UZH
Course Catalogue ETH
Download Tentative Schedule (XLSX, 23 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
Valentyn Khmarskyi

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

 Exercises starting on 01.03.2021
Continuous Time Quantitative Finance (L-MF)
 3h 3.0 Prof. Dr. Marc Chesney
Jonathan Krakow		 Mon.
13.00-16.00
UZH		  
Computational Methods for
Quantitative Finance: PDE Methods (L-MF)
 3h+1h 6.0 Dr. Carlo Marcati
Dr. Andreas Stein		 Wed.
14.00-16.00 (L)
Fri.
14.00-15.00 (L)
13.00-14.00 (E) or
16.00-17.00 (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 Prof. Dr. Marc Chesney et al. Fri.
12.15-13.45
UZH		 Seminar
Applied Business Modelling and Analytics, Part II (Neural Networks and Deep Learning) (S-MF)
   3.0 Dr. Robert Leonard Earle Tue.
16.00-19.00
Thu.
16.00-19.00
UZH		 Seminar, from 04.05.2021 to 20.05.2021

Applied Credit Risk Modeling (S-EF)

 2h 3.0 Dr. Simone Bernardi

Fri.
14.00-16.00

UZH

Seminar

Applied Quantitative Finance (S-EF)

   3.0

Prof. Dr. Markus Leippold
Dr. Nikola Vasiljevic

 22.2. 16.15-18.00, 10.5. 08.00-12.00, 11.5. 08.00-12.00
UZH		 Seminar
Theory of Financial Intermediation and Banking (S-EF)
 2h 3.0 Prof. Dr. Steven Ongena
Emanuela Benincasa		 Thu.
16.15-19.00
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
Lukas Milanovich

16.03., 20.04.
12.00-18.00
01.06.
14.00-18.00
UZH

 Seminar
The Risk & Finance Lab (S-EF)
 4h 6.0 Dr. Ioannis Akkizidis
Dr. Willi Brammertz		 Fri.
08.00-12.00
UZH		 Seminar
Market Microstructure (S-EF)
   3.0 Prof. Dr. Angelo Ranaldo irregular
UZH		 Seminar
Advanced Valuation I and II (S-EF)
 4h 6.0 Prof. Dr. Kjell G. Nyborg Thu.
08.00-12.00
UZH		 Seminar
Advanced Corporate Finance II (L-EF)
2h 3.0 Prof. Dr. Michel Habib Tue.
10.15-12.00
UZH		  
Advanced Banking (L-EF)
  6.0 Kuchulain O'Flynn
Prof. Dr. Steven Ongena
Gazi Kabas
Mrinal Mishra		 Thu.
14.00-15.45
Fri.
16.15-18.00
UZH		  
Asset Pricing (L-EF)
4h 9.0 Prof. Dr. Markus Leippold Wed.
10.15-12.00
Thu.
10.15-12.00
UZH		  
Corporate Risk and Resilience - how future leaders can navigate the risk landscape (L-EF)
2h 3.0 Christina Börner
Ivo Hoppler		 Mon.
12.15-13.45
UZH		  
Financial Crises (L-EF)
2h 3.0 Dr. Delia Coculescu Wed.
10.15-12.00
UZH		  
Economic Theory of Financial Markets (L-EF)
 2h 4.0 Prof. Dr. M. V. Wüthrich Mon.
16.00-18.00
ETH		  
Commodity Trading (L+E-EF)
 2h 3.0 Dr. Moscheh Mresse Mon.
08.00-09.45
UZH		  
Crunchpoints in seriously large banking/payment-IT-projects (L-EF)
   3.0 Dr. Thomas Grechenig 19.3. 10.00-18.00, 23.4. 10.00-18.00, 7.5. 10.00-18.00
UZH		  
Investments – Selected Quantitative Tools (L-MF)
 2h 3.0 Dr. Matthias Feiler Fri.
12.15-13.45 (L)
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.
11.00-12.00 (L)
10.00-11.00 (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		  
Introduction to Machine Learning (L-MF)
 6h 8.0 Prof. Dr. Andreas Krause
Prof. Dr. Fan Yang

Tue.
14.00-16.00 (L)
Wed.
14.00-16.00(L)
Wed.
16.00-18.00, 18:00-20:00 (E)

Fri. 14:00-16:00 (E)
ETH

  
New Technologies in Banking and Finance (L-MF)
 2h 3.0 Dr. Bastian Jörg Bergmann et al. Thu.
16.00-18.00
ETH		  
Rough Path Theory (L-MF)
 2h 4.0 Dr. Andrew Allan
Prof. Dr. Josef Teichmann		 Tue.
14.00-16.00
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.
Introduction to Risk Modelling and Management (L-MF)
 2h 3.0 Dr. Bastian Jörg Bergmann
Prof. Dr. David N. Bresch
Dr. Hélène Schernberg		 Mon.
16.00-18.00 (L)
ETH		  
Time Series Analysis (L-MF)
 4h 6.0 Prof. Dr. Michael Wolf Mon.
16:15-18:00
Tue.
10.15-12.00 UZH		  
Topics of Applied Risk Management (L-MF)
 2h 3.0 Dr. Gerold Studer Fri.
16:15-18:00
UZH		 Starting on 05.03.2021
Quantitative Finance (L+E-MF)
 4h 6.0 Prof. Dr. Walter Farkas
Alexander Smirnow		 Mon.
10.15-12.00 (L)
Fri.
10.15-12.00 (E)
UZH		  
Capital Adequacy and Risk Measures (L-MF)
 2h 3.0 Prof. Dr. Cosimo Munari  Thu.
08.00-09.45
UZH		  
Introduction to Operations Research: Stochastic Models (L+E)
 4h 6.0 Prof. Dr. Christiane Barz

 

 Tue.
14.00-18.00
UZH		  
Sentiment Analytics (L-EF) 2h 3.0 Matthias Uhl Wed, 12:15-13:45, UZH