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Master of Science UZH ETH in Quantitative Finance

Courses Spring 2025

Lectures: 17 February 2025 until 31 May 2025

Course Catalogue UZH
Course Catalogue ETH

Download Tentative Schedule (XLSX, 19 KB)

 UZH Academic Calendar
ETH Academic Calendar

Abbreviations:
L = Lecture, E = Exercise, S = Seminar

Core Area

Courses/Area H/Week ECTS Lecturer(s) Time & Place
Area FIN        
Advanced Financial Economics (L+E-FIN) 4h 6 Prof. Dr. Yucheng Yang

Thu. 16:15-18:00 (L)

Mon. 16:15-18:00 (E)

UZH
Financial Engineering (L+E-FIN) 4h 6 Prof. Dr. Markus Leippold

Tue. 14:00-15:45 (L+E)

Thu. 8:00-9:45 (L+E)

UZH
Area MF        
Mathematics for New Technologies in Finance (L+E-MF) 4h 4 Prof. Dr. Josef Teichmann

Wed. 10:15-13:00 (L)

E (tbd)

ETH
Numerical Methods for Finance (L+E-MF) 4h 6 Prof. Dr. Christoph Schwab

Wed. 14:15-16:00 (L)

Fri. 13:15-14:00 (L)

14:15-15:00 (E) or 15:15-16:00 (E)

ETH
Quantitative Risk Management (L-MF) 3h 4 Dr. T. Fissler

Thu. 10:15-13:00 (L+E)

ETH

Elective Area - Lectures

Possible courses are given in the following table, further optional courses are offered in the spring semester. Some others may be taken upon a written request to the program director.

Courses/Area H/week ECTS Lecturer(s) Time & Place
Area FIN        
Advanced Banking (L+E-FIN)   6

Prof. Dr. Steven Ongena

Alex Osberghaus

Olimpia Carradori

 Thu.
14.00-15.45 (L)
Fri.
16.15-18.00 (E)
UZH
Advanced Corporate Finance II (L-FIN) 2h 3 Prof. Dr. Michel Habib Tue.
10.15-12.00
UZH
Applied Product Management in Banking (L-FIN) 2h 3 Dr. Michèle Sennhauser

Mon. 12:15-13:45

UZH
Asset Pricing (L-FIN) (doctoral course) 4h 9

Prof. Dr. Felix Kübler

Prof. Dr. Yucheng Yang

Thu. 10:15-12:00

Fri. 14:00-15:45

UZH
Corporate Risk and Resilience - how future leaders can navigate the risk landscape (L-FIN) 2h 3 Dr. Christina Börner
Ivo Hoppler		 Mon.
12.15-13.45
UZH
Crunchpoints in seriously large banking/payment-IT-projects (L+E-FIN)   3 Dr. Thomas Grechenig 14.3. 10.00-18.00, 11.4. 10.00-18.00, 2.5. 10.00-18.00
UZH
Economic Theory of Financial Markets (L-FIN) 2h 4 Prof. Dr. Mario V. Wüthrich

Mon. 16:15-18:00

ETH
Quantitative Portfolio Management with Python (L-FIN) 2h 3 Dr. Cyrill Bachelard

Wed. 12:15-13:45

UZH
Real Estate Finance (L-FIN) 2h 3 Prof. Dr. Francisco do Amaral

Tue. 16:15-18:00

UZH
Sentiment Analytics (L-FIN) 2h 3 Dr. Matthias Uhl

Thu. 12:15-13:45

UZH
Sustainable Investing (L-FIN) 2h 3 Prof. Dr. Zacharias Sautner

Thu. 8:00-9:45

UZH
Area MF        
Applied Time Series (L+E-MF) 3h 5 Dr. M. Dettling

Mon. 8:15-10:00 (L)

Mon. 10:15-12:00 (E), bi-weekly

ETH
Brownian Motion and Stochastic Calculus (L+E-MF) 5h 10 Prof. Dr. Martin Schweizer Tue. and Thu.
08.15-10.00 (L)
Fri
08:15-09:00, 09:15-10:00, 12:15-13:00 (E)
ETH
Data Analytics for Non-Life Insurance Pricing (L-MF) 2h 4 Prof. Dr. Mario Wüthrich

does not take place in spring 2025

ETH
Decentralized Finance (L-MF) 2h 3
Thu. 16:15-18:00
ETH
Derivatives portfolio valuations: advanced computational methods for real world business applications (L+E-MF)   3

irregular

UZH
Experience Rating in Insurance Pricing (L-MF) 2h 4 Prof. Dr. Mario Wüthrich

Tue 16:15-18:00

ETH
Foundations of Reinforcement Learning (L+E-MF) 6h 7 Prof. Dr. Niao He

Mon. 9:15-12:00

ETH
Introduction  to Machine Learning (L-MF) 6h 8

Prof. A. Krause

Prof. Dr. Fan Yang

Tue. and Wed. 14:15-16:00 (L)

Fri. 14:15-16:00 (E)

ETH
Introduction to Operations Research: Stochastic Models (L+E-MF) 4h 6 Prof. Dr. Christiane Barz

Tue. 14:00-18:00

UZH
Introduction to Risk Modelling and Management (L-MF) 2h 3 Prof. Dr. David N. Bresch

does not take place spring 2025

ETH
Investments - Selected Quantitative Tools (L-MF) 2h 3 Dr. Matthias Feiler Fri.
12.15-13.45
UZH
Machine Learning for Finance and Complex Systems (L-MF) 3h 5

N. Antulov-Fantulin

Prof. Dr. Patrick Cheridito

Mon. 16:15-19:00

ETH
Market Consistent Actuarial Valuation (L-MF) 2h 4 Prof. Dr. Mario Wüthrich

does not take place in spring 2025

ETH
Optimization Methods in Finance (L-MF) 2h 3 Prof. Dr. Delia Coculescu

Tue. 10:15-12:00

UZH
Reinsurance Analytics (L-MF) 2h 4 Dr. P. Arbenz

Wed. 10:15-12:00

ETH
Stochastic Loss Reserving Methods (L-MF) 2h 4 Dr. René Dahms

Wed. 16:15-18:00

ETH

Elective Area - Seminars

Possible courses are given in the following table, further optional courses are offered in the spring semester. Some others may be taken upon a written request to the program director.

Courses/Area H/week ECTS Lecturer(s) Time & Place

Area FIN

 

      
Advanced Valuation I and II (S-FIN) 4h 6 Prof. Dr. Kjell G. Nyborg

Thu. 8:00-12:00

UZH
Market Microstructure (S-FIN)   3 Prof. Dr. Angelo Ranaldo

irregular

UZH
Portfolio Management Implementation (S-FIN)   6

Dr. Alexandre Ziegler

Michael Miliker

12.3.,15.4.,12:00-18.00

27.5. 12:00-20:00

UZH
Portfolio Management Theory (S-FIN)   3

Dr. Alexandre Ziegler

Dr. Matthias Uhl

irregular

UZH
Takeovers, Restructuring, and Corporate Governance (S-FIN) 2h 3 Prof. Dr. Per Östberg

Wed. 8:00-9.45

UZH
The Risk and Finance Lab (S-FIN) 4h 6

Dr. Ioannis Akkizidis

Dr. Willi Brammertz

Fri 8:00-12:00

UZH
Theory of Financial Intermediation and Banking (S-FIN) 2h 3 Prof. Dr. Steven Ongena

Thu. 16:15-19:00

UZH
Area MF        
Quantitative Asset Management and Systematic Investing (S-MF)   3

Dr. Patrick Walker

Gianluca De Nard

12.2.,13.2.,26.6.9:00-17:00

UZH
Rough Path Theory and Machine Learning (S-MF)   4 Dr. Alexander  Schell irregular, ETH

Additional Information

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