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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 |
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| 4h | 6.0 |
Thu. |
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| 4h | 6.0 | Markus Leippold |
Tue, 14:00-15:45 (E) Thu, 8:00-9:45 (L) |
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| 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 |
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| 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. |
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| 2h | 3.0 | Dr. Simone Bernardi |
Tue UZH |
Seminar, start 28.2.2022 |
|
| 3.0 | 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. |
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 |
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| 6.0 | Thu. 14.00-15.45 Fri. 16.15-18.00 UZH |
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| 9.0 | irregular UZH |
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| 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 |
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| 3.0 | Dr. Thomas Grechenig | 17.3. 10.00-18.00, 21.4. 10.00-18.00, 5.5. 10.00-18.00 UZH |
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| Sentiment Analytics (L-Fin) | 2h | 3.0 | Dr. Matthias Uhl |
Thu. 12:15-13:45 (L) UZH |
|
| Sustainable Investing (L-Fin) | 2h | 3.0 |
Wed. 14:00-15:45 (L) UZH |
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| Continuous Time Quantitative Finance (L-MF) | 3h | 3.0 | Mon. 8:00-11:00 (L) UZH |
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| 2h | 3.0 | Dr. Matthias Feiler | Fri. 12.15-13.45 (L) UZH |
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| Derivatives portfolio valuations: advanced computational methods for real world business applications (L+E-MF) | 3.0 | 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 |
Mon. UZH |
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| 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 |
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| 2h | 4.0 | Prof. Dr. Mario V. Wüthrich Dr. Christoph Markus Buser |
Tue. 16.15-18.00 (L) ETH |
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| 6h | 8.0 | Prof. Dr. Andreas Krause Prof. Dr. Fan Yang |
Tue. Fri. 14:15-16:00 (E) |
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| 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 |
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| 2h | 3.0 | Mon. 14:15-16:00 (L) ETH |
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| 2h | 3.0 |
bi-weekly Thu 16:15-20:00 (L) ETH |
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| Reinsurance Analytics (L-MF) | 2h | 4.0 | Dr. P. Arbenz |
Wed. 10:15-12:00 (L) ETH |
|
