Courses Spring 2022

Lectures: 21 February 2022 until 4 June 2022

Course Catalogue UZH
Course Catalogue ETH
Download Tentative Schedule (XLSX, 22 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 Mohamed Hesham Salah Elsayed Hamoud Mojtaba Hayati	Thu. 16.15-18.00 (L) Mon. 16.15-18.00 (E) UZH	Exercises starting on 28.02.2021
Continuous Time Quantitative Finance (L-MF)	3h	3.0	Delia Coculescu	Mon. 8:00-09:45 (L), 10:15-11:00 (E) UZH
Computational Methods for Quantitative Finance: PDE Methods (L-MF)	3h+1h	6.0	Prof. Dr. Christoph Schwab	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. Michel Habib et al.	Fri. 12.15-13.45 UZH	Seminar
Applied Credit Risk Modeling (S-EF)	2h	3.0	Dr. Simone Bernardi	Thu. 16:15-18:00 UZH	Seminar
Applied Quantitative Finance (S-EF)		3.0	Prof. Dr. Markus Leippold Dr. Nikola Vasiljevic	21.2. 16.15-18.00, 16.5. 08.00-12.00, 17.5. 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	15.03., 12.04. 12.00-18.00 31.05 12.00-20.00 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	Prof. Dr. Steven Ongena Dr. Maria Emilia Garcia Gazi Kabas Mrinal Mishra Kuchulain O'Flynn	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
Crunchpoints in seriously large banking/payment-IT-projects (L-EF)		3.0	Dr. Thomas Grechenig	18.3. 10.00-18.00, 22.4. 10.00-18.00, 6.5. 10.00-18.00 UZH
Sentiment Analytics (L-EF)	2h	3.0	Dr. Matthias Uhl	Wed. 12:15-13:45 (L) 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) Fri. 14:00-16:00 (E) ETH
Market Consistent Actuarial Valuation (L-MF)	2h	4.0	Prof. Dr. Mario V. Wüthrich H. Furrer	Mon. 16:00-18:00 (L) ETH
New Technologies in Banking and Finance (L-MF)	2h	3.0	Dr. Bastian Jörg Bergmann et al.	Thu. 10.00-12.00 ETH
Brownian Motion and Stochastic Calculus (L-MF)	5h	10.0	Prof Dr. Martin Schweizer	Tue and Thu 08.00-10.00 (L) Fri 08:00-09:00, 09:00-10:00, 13:00-14:00 (E) ETH
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
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 - MF)	4h	6.0	Prof. Dr. Christiane Barz	Tue. 14.00-18.00 UZH

Master of Science UZH ETH in Quantitative Finance

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Courses Spring 2022