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Master of Science UZH ETH in Quantitative Finance

Courses Spring 2024

Lectures: 19 February 2024 until 31 May 2024

Course Catalogue UZH
Course Catalogue ETH
Download Tentative Schedule (XLSX, 21 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. Yucheng Yang
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
Thu, 8:00-9:45
UZH
 
3h+1h 6.0 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
 
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

Takeovers, Restructuring, and Corporate Governance (S-Fin)

2h 3.0

Prof. Dr. Per Östberg

Mon.
14:00-16:00
UZH
Seminar
2h 3.0 Prof. Dr. Steven Ongena Thu.
16.15-19.00
UZH
Seminar
  3.0 Dr. Alexandre Ziegler
Dr. Matthias Uhl
irregular
UZH
Seminar
  6.0 Dr. Alexandre Ziegler
Michael Miliker

12.03., 9.04.
12.00-18.00
21.05
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
Quantitative Asset Management and Systematic Investing (S-MF)   3.0
Patrick Walker
Gianluca De Nard
irregular
UZH
Seminar
Topics in Mathematical Finance (S-MF) 2h 4.0 Prof. Dr. Martin Schweizer Thu, 14:15-16:00 ETH, non-recurring Seminar
2h 3.0 Prof. Dr. Michel Habib Tue.
10.15-12.00
UZH
 
  6.0 Thu.
14.00-15.45 (L)
Fri.
16.15-18.00 (E)
UZH
 
  9.0

Prof. Dr. Markus Leippold

irregular (doctoral course)
UZH
 
2h 3.0 Christina Börner
Ivo Hoppler
Mon.
12.15-13.45
UZH
 
  3.0 Dr. Thomas Grechenig 15.3. 10.00-18.00, 19.4. 10.00-18.00, 3.5. 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. Zacharias Sautner

Wed.
10:15-12:00 (L)
UZH
 
Continuous Time Quantitative Finance (L-MF) 3h 3.0

Prof Dr. Marc Chesney

 

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 irregular  
Introduction to Operations Research: Stochastic Models (L+E - MF) 4h 6.0 Prof. Dr. Christiane Barz Tue.
14.00-18.00
UZH
 
Time Series Analysis (L+E-MF) 4h 6.0

Prof. Dr. Damian Kozbur

 

Mon.
16:15-18:00
Tue.
10.15-12.00
UZH
 
Economic Theory of Financial Markets (L-Fin) 2h 4.0 Prof. Dr. Mario V. Wüthrich no lecture this semester

ETH

 
Market-Consistent Actuarial Valuation (L-MF) 2h 4.0 Prof. Dr. Mario V. Wüthrich
Mon.
16:15-18:00
ETH
 
2h 4.0 Dr. René Dahms Wed.
16.15-18.00 (L)
ETH
 
Data Analytics for Non-Life Insurance Pricing (L-MF) 2h 4.0 Prof. Dr. Mario V. Wüthrich
Dr. Christoph Markus Buser
Tue.
16.15-18.00 (L)
ETH
 
6h 8.0

Prof. Dr. Fernando Perez

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
Prof. Dr. David N. Bresch

Wed.
08:15-10:00 (L)
ETH
 
2h 3.0
Thu.
16:15-18:00 (L)
ETH
 
Reinsurance Analytics (L-MF) 2h 4.0 Dr. P. Arbenz
Wed.
10:15-12:00 (L)
ETH