Courses > Courses in 2003/04 (2. Cycle)
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Precourse Events (2003/04)
- S-PLUS Essentials for Finance (Introductory course, Oct. 14-16, 2003, ETH Zürich)
- Risk Day 2003 (Friday, Oct. 17, 2003, ETH Zürich)
- Welcome meeting for MAS Finance participants (Monday, Oct. 20, 2003) Photos
First Semester (2003/04)
Duration: October 20th, 2003, until February 6th, 2004
Christmas Break: December 20th, 2003, until January 4th,
2004
Lectures at ETH start October 21st, 2003
| Core courses | Class hours per week |
ECTS credits * |
Lecturer(s) | Time | Location | Uni ZH cata- logue number |
ETHZ catalogue number |
|---|---|---|---|---|---|---|---|
| Mathematical
Finance: Discrete and Continuous Time Models |
2h | 5 | Prof. Dr. Marc Chesney Prof. Dr. Thorsten Rheinländer |
Mo. 15-17 |
ETHZ, HG D3.2 |
401- 4911- 00 |
|
| Mathematical Foundations of Finance |
2h + 1h | 5 | Prof. Dr. Freddy Delbaen Prof. Dr. Philipp Schönbucher |
Tu. 15-17 Tu. 17-18 |
ETHZ, HG E1.2 |
401- 3913- 00 |
|
| Risk
Theory (substitute for Insurance Analytics) |
2h | 5 | Prof. Dr. Paul Embrechts |
Th. 13-15 |
ETHZ, HG E1.1 |
401- 4915- 00 |
|
| Corporate Finance | 2h | 3 | Prof. Dr. Michel Habib | Tu. 13-15 |
Uni ZH, KOL G 220 |
402 | 401- 8913- 00 |
| Financial Economics | 2h | 3 | Dr. Anke Gerber | Th. 10-12 |
Uni ZH, KOL F 123 |
333 | 401- 8915- 00 |
| Empirical Methods for Finance | 3h | 6 | Prof. Dr. Alexander McNeil | We. 15-16 |
ETHZ, HG D7.2 | 401- 3629- 00 |
|
| Th. 15-17 |
ETHZ, HG D1.2 | ||||||
| Financial
Institutions and Financial Markets |
2 h | 3 | Prof. Dr. Hans Geiger | Th. 17-19 |
Uni ZH, KOL H 321 |
334 | 401- 8917- 00 |
| Behavioral
Finance (for specialization in Asset Management) |
2h | 3 | Dr. Urs Fischbacher | Mo. 8-10 |
Uni ZH, RAI-G-041 |
317 | 401- 8919- 00 |
| Real
Options (optional course) |
2h | 3 | Prof. Dr. Rajna Gibson | We. 10-12 |
Uni ZH, PLM 103/104 |
359 | |
| Introduction
to Stochastic Control (optional course) |
3h + 1h | 9 | Prof. Dr. Martin Schweizer | We. 10-12 |
ETHZ, HG D1.2 | 401- 4937- 00 |
|
| Th. 8-10 |
ETHZ, HG E7 | ||||||
| *Assignments are preliminary. | |||||||
Second Semester (2003/04)
Duration: Monday, March 29th until Friday, July 2nd, 2004. Days free of lectures
| I. Mandatory courses | Class hours per week |
ECTS credits * |
Lecturer(s) | Time | Location | Uni ZH cata- logue number |
ETHZ catalogue number |
|---|---|---|---|---|---|---|---|
|
Financial Theory and Asset Pricing |
2h | 3 | Prof. Dr. Rajna Gibson | We. 10-12 |
Uni ZH, KOL-F-103 |
384 | 401- 8912- 00 |
|
Derivatives and Financial Engineering |
3h+1h | 6 | Prof. Dr. Marc Chesney Prof. Dr. Markus Leippold |
Mo. 13-15 |
Uni ZH, PLM 103/104 | 385 | 401- 8914- 00 |
| Tu. 13-14 |
Uni ZH,
KOL-G-220 |
||||||
| Thu. 12-13 |
ETHZ, HG F5 | ||||||
| Insurance Analytics (substituted by Risk Theory) |
2h | 5 | already given in the First Semester 2003/04 |
||||
| II. Specializations: Participants can choose between two distinct orientations (A) and (B): |
|||||||
| (A) Quantitative Finance and Risk Management | |||||||
| Term Structure and Credit Risk Models |
3h | 7 | Prof. Dr. Freddy Delbaen Prof. Dr. Ph. Schönbucher |
Tu. 15-16 (sometimes Tu. 15-17 by special arrangement) We. 15-17 |
ETHZ, HG D1.1 | 401- 4916- 00 |
|
|
Quantitative Methods for Risk Management |
3h | 7 | Prof. Dr. Alexander McNeil | Mo 11-12 | ETHZ, HG D7.2 | 401- 4918- 00 |
|
| Th. 10-12 | ETHZ, HG D7.2 | ||||||
| Risk-based Supervision** | 2h | 4 | Dr. Damir Filipovic | Tu. 18-20 | ETHZ, HG D1.2 | 401- 3952- 00 |
Risk Management** | 2h | 4 | Prof. Dr. Paul Embrechts |
Th. 13-15 | ETHZ, HG F5 | 401- 3914- 00 |
| (B) Asset Management | |||||||
|
Asset Allocations and Performance Measurement |
2h | 3 | Dr. Nils Tuchschmid | Fr. Dates | Uni ZH, more | 388 | 401- 8922- 00 |
|
Theory of Banking and Financial Intermediation |
3h | 4.5 | PD Dr. Urs Birchler* | Mo. 9-12 | Uni ZH,
KOL-H-309 |
387 | 401- 8924- 00 |
|
Empirical Methods (Time Series Models) |
2h+1h | 4,5 | Prof. Dr. Marc Paolella | We. 16-19 | Uni ZH, PLM 103/104 |
262 | 401- 8926- 00 |
| Behavioral Finance | 2h | 3 | already given in the First Semester 2003/04 |
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| III. Optional Courses: One optional course with at least two hours of lectures per week is required. Possible courses are given in the following table, other courses may be taken upon request. |
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|
Computational Methods for Quantitative Finance |
2h+1h | 7 | Dr. Ana-Maria Matache | Tu. 14-15 | ETHZ, HG D7.2 | 401- 4658- 00 |
|
| Th. 15-17 | ETHZ, HG G3 | ||||||
|
Corporate Investments, Real Options and Financial Structuring |
2h | 3 | Dr. Pascal Botteron | Fr.14-18, each two weeks Dates |
Uni ZH, more | 389 | 401- 8932- 00 |
| Computational Statistics | 3h+1h | 8 | Prof. Dr. Peter Bühlmann | Th. 13-15 Fr. 10-12 |
ETHZ, HG F3 |
401- 3632- 00 |
|
| Corporate Finance (II) | 2h | 3 | Prof. Dr. Michel Habib | Tu. 14-16 | Uni ZH,
KOL-G-220 |
386 | |
|
Stochastic Processes for Mathematical Finance |
2h+1h | 6 | Prof. Dr. Martin Schweizer |
We. 8-10 | ETHZ, HG G26.5 | 401- 3954- 00 |
|
| Th. 9-10 | ETHZ, Place | ||||||
| Dynamics on Financial Markets | 2h | 3 | Dr. Stefan Reimann | We. 12-14 | Uni ZH,
ZUI-AA-004 |
267 | |
| *Assignments are preliminary. **One of these two courses is mandatory within specialization A. |
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Last modified: Fri Nov 19 17:37:38 CET 2004
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Design Michael Volkart.
Content Prof. Dr. Erich Walter Farkas.
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