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Master of Science UZH ETH in Quantitative Finance

Courses Structure

Core Courses

With the new program regulations, which has come into effect in fall semester 2022, the core courses offer has been adapted.

All core courses are offered once in each academic year.

Until 31 July 2022 from 1 August 2022 (fall 2022)
Economic Theory for Finance (EF) Finance (CORE FIN)
Fall Fall
Asset Management: Advanced Investments (UZH, 3 ECTS) (PDF, 71 KB) Asset Management (UZH, 3 ECTS) (PDF, 58 KB)
Corporate Finance (UZH, 3 ECTS) (PDF, 15 KB) Corporate Finance (UZH, 3 ECTS) (PDF, 57 KB)
Economic Foundations for Finance (UZH, 6 ECTS) (PDF, 107 KB) Economic Foundations for Finance (UZH, 6 ECTS) (PDF, 66 KB)
Spring Spring
Advanced Financial Economics (UZH, 6 ECTS) (PDF, 69 KB) Advanced Financial Economics (UZH, 6 ECTS) (PDF, 61 KB)
  Financial Engineering (UZH, 6 ECTS) (PDF, 58 KB)
   
Mathematical Methods for Finance (MF) Mathematical Methods in Finance (CORE MF)
Fall Fall
Mathematical Foundations for Finance (ETH, 4 ECTS) (PDF, 70 KB) Mathematical Foundations for Finance (ETH, 4 ECTS) (PDF, 59 KB)
  Statistical Foundations for Finance (UZH, 6 ECTS) (PDF, 64 KB)
Financial Engineering (UZH, 6 ECTS) (PDF, 35 KB)  
Spring Spring
  Mathematics for New Technologies in Finance (ETH, 4 ECTS) (PDF, 58 KB)
Computational Methods for Quantitative Finance: PDE Methods (ETH, 6 ECTS) (PDF, 70 KB) Numerical Methods for Finance (ETH, 6 ECTS) (PDF, 72 KB)
Quantitative Risk Management (ETH, 4 ECTS) (PDF, 68 KB) Quantitative Risk Management (ETH, 4 ECTS) (PDF, 58 KB)
Continuous Time Quantitative Finance (UZH, 3 ECTS) (PDF, 67 KB)  

Elective Courses

Each elective course belongs to one of the areas Finance (FIN) or Mathematical Methods in Finance (MF).

The list of elective courses

  • might change from year to year
  • is verified annually by the Steering Committee of the program.

In order to set individual focus points in their curriculum with their electives, MScQF students can choose from 6 thematic tracks. Please be aware that these tracks are just meant for orientation and have no legal relevance. In consequence, the tracks will not show up on the degree certificate, and students are free to mix courses from different tracks. The tracks are:
•    Track 1: Machine Learning, AI and Data in Finance
•    Track 2: Uncertainty and Risk Management
•    Track 3: Mathematical Topics in Finance
•    Track 4: Banking and Corporate Finance
•    Track 5: Insurance
•    Track 6: Portfolio Management and Asset Pricing

Download Table Tracks and Electives (PDF, 197 KB)

Master's Thesis

  • The program will encourage links with the professional community through the Master's thesis projects.
  • Some of these projects may be initiated by firms who submit research proposals. Participants may spend the summer working as interns in those firms while writing their Master's thesis.
  • The final presentation consists of a colloquium, where participants present their Master's thesis.
  • Master's Thesis Guidelines