Courses Spring 2023

Lectures: 20 February 2023 until 2 June 2023

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
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

 
4h 6.0 Markus Leippold

Tue, 14:00-15:45 (E)

Thu, 8:00-9:45 (L)
UZH

 
3h+1h 6.0 Prof. Dr. Christoph Schwab Wed.
14.15-16.00 (L)
Fri.
14.15-15.00 (L)
13.15-14.00 (E) or
15.15-16.00 (E)
ETH
 
2h+1h 4.0 Prof. Dr. Patrick Cheridito     Thu.
10.15-12.00 (L)
Thu.
12.15-13.00 (E)
ETH
 
Mathematices for New Technologies in Finance (L+E-MF) 4h 4.0 Prof. Dr. Josef Teichmann Mon.
10.15-12.00 (L)
Wed.
11.15-12.00 (L)
Wed 10.15-11.00 (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.
 

Applied Credit Risk Modeling (S-Fin)

2h 3.0 Dr. Simone Bernardi

Tue
16:15-18:00

UZH

Seminar, start 28.2.2022

Applied Quantitative Finance (S-Fin)

  3.0

Prof. Dr. Markus Leippold
Dr. Nikola Vasiljevic

20.2. 16.15-18.00, 15.5. 08.00-12.00, 16.5. 08.00-12.00
UZH
Seminar
2h 3.0 Prof. Dr. Steven Ongena
Emanuela Benincasa
Thu.
16.15-19.00
UZH
Seminar
  3.0 Prof. Dr. Thorsten Hens
Dr. Alexandre Ziegler
Dr. Matthias Uhl
irregular
UZH
Seminar
  6.0 Prof. Dr. Thorsten Hens
Dr. Alexandre Ziegler
Michael Miliker

14.03., 18.04.
12.00-18.00
23.05
12.00-20.00
UZH

Seminar
4h 6.0 Dr. Ioannis Akkizidis
Dr. Willi Brammertz
Fri.
08.00-12.00
UZH
Seminar
  3.0 Prof. Dr. Angelo Ranaldo irregular
UZH
Seminar
4h 6.0 Prof. Dr. Kjell G. Nyborg Thu.
08.00-12.00
UZH
Seminar
2h 3.0 Prof. Dr. Michel Habib Tue.
10.15-12.00
UZH
 
  6.0

Prof. Dr. Steven Ongena

Mrinal Mishra

Kuchulain O'Flynn

Alex Osberghaus

Thu.
14.00-15.45
Fri.
16.15-18.00
UZH
 
  9.0

Prof. Dr. Markus Leippold

Alberto Plazzi

irregular
UZH
 
2h 3.0 Prof. Dr. Pablo Koch Medina Tue.
08.00-09.45
UZH
from 28.02.2022
2h 3.0 Christina Börner
Ivo Hoppler
Mon.
12.15-13.45
UZH
 
  3.0 Dr. Thomas Grechenig 17.3. 10.00-18.00, 21.4. 10.00-18.00, 5.5. 10.00-18.00
UZH
 
Sentiment Analytics (L-Fin) 2h 3.0 Dr. Matthias Uhl

Thu.

12:15-13:45 (L)

UZH

 
Sustainable Investing (L-Fin) 2h 3.0

Prof. Dr. Thorsten Hens

Prof. Dr. Östberg

Dr. Annette Krauss

Prof. Dr. Sebastian Utz

Wed.

14:00-15:45 (L)

UZH

 
Continuous Time Quantitative Finance (L-MF) 3h 3.0

Delia Coculescu

Mario Sikic

Mon.
8:00-11:00 (L)
UZH
 
2h 3.0 Dr. Matthias Feiler Fri.
12.15-13.45 (L)
UZH
 
Derivatives portfolio valuations: advanced computational methods for real world business applications (L+E-MF)   3.0

Fabrizio Anfuso

André Süss

irregular  
Introduction to Operations Research: Stochastic Models (L+E - MF) 4h 6.0 Prof. Dr. Christiane Barz Tue.
14.00-18.00
UZH
 
Risk Measures with Applications (L-MF) 2h 3.0 Prof. Dr. Pablo Koch

Thu.

08:45-09:45

UZH

 
Time Series Analysis (L+E-MF) 4h 6.0

Prof. Dr. Michael Wolf

Ellio Leeroy Beck

Mon.
16:15-18:00
Tue.
10.15-12.00

UZH

 
Topics in Time Series Econometrics (L-MF) 4h 6.0 Prof. Dr. Marc Paolella

Mon.

08:00-9:45

Wed.

08:00-09:45

UZH

 
Economic Theory of Financial Markets (L-Fin) 2h 4.0 Prof. Dr. Mario V. Wüthrich

Mon.

16:1518:00 (L)

ETH

 
2h 4.0 Dr. René Dahms Wed.
16.15-18.00 (L)
ETH
 
2h 4.0 Prof. Dr. Mario V. Wüthrich
Dr. Christoph Markus Buser
Tue.
16.15-18.00 (L)
ETH
 
6h 8.0 Prof. Dr. Andreas Krause
Prof. Dr. Fan Yang

Tue.
14:15-16.00 (L)
Wed.
14.15-16.00(L)

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

 
4h+1h 10.0 Prof. Dr. Dylan Possamaï Tue and Thu
08.15-10.00 (L)
Fri
08:15-09:00, 09:15-10:00, 12:15-13:00 (E)
ETH
 
2h 3.0

Dr. Hélène Schernberg

Dr. Bastian Jörg Bergmann
Prof. Dr. David N. Bresch
 

Mon.
14:15-16:00 (L)
ETH
 
2h 3.0

Dr. Bastian Jörg Bergmann

Prof. Dr. H. Gerspach

Prof. Dr. R. Wattenhofer

bi-weekly

Thu

16:15-20:00 (L)

ETH

 
Reinsurance Analytics (L-MF) 2h 4.0 Dr. P. Arbenz

Wed.

10:15-12:00 (L)

ETH