Courses > Courses in 2005/06 (4. Cycle)
Go down to: [Precourse Events] [First Semester] [Second Semester]
Precourse Events (2005/06)
-
Course Microeconomics
(Oct. 3-14, 2005; mandatory for all accepted participants)
-
Introduction to Stochastic Calculus for Finance
(Oct. 11-21, 2005; optional course)
-
S-PLUS Essentials for Finance
(Oct. 18-20, 2005, optional, but strongly recommended)
-
Risk
Day 2005 (Friday, Oct. 21, 2005)
-
Orientation meeting: the Curriculum for the MAS Finance program
(Wednesday, Oct. 26, 2005, 17.00-18.00, Place:
PLM 103/104)
- Welcome reception for MAS Finance participants (Wednesday, Oct. 26, 2005, 18.00-20.30, Dozentenfoyer ETH Zürich)
First Semester (2005/06)
Duration: October 24th, 2005, until February 11th, 2006
Christmas Break: December 24th, 2005, until January 7th,
2006
Lectures at ETH start October 25th, 2005
| Courses | Class hours per week |
ECTS credits * |
Lecturer(s) | Time | Location | Uni ZH cata- logue number |
ETHZ catalogue number |
|---|---|---|---|---|---|---|---|
| I. Mandatory Courses |
|||||||
| Microconomics | 2h | 3 | Dr. Anke Gerber | 3.-14. Oct. Dates |
Uni ZH, Details |
401- 8915- 00 |
|
| Advanced Corporate Finance I | 2h | 3 | Prof. Dr. Michel Habib | Tu.
12-14 |
Uni ZH, SOE-F-02 |
403 | 401- 8913- 00 |
|
Mathematical Foundations of Finance |
2h+1h | 5 | Prof. Dr. Freddy Delbaen
Dr. Sebastian Maass |
Fr. 9-12 | ETHZ, HG D3.2 |
401- 3913- 00 |
|
| Financial Economics | 2h | 3 | Prof. Dr. Thorsten Hens | We. 10-12 | Uni ZH, RAI-J-031 |
405 | 401- 8915- 00 |
| Quantitative Methods for Risk Management I | 3h | 6 | Prof. Dr. Alexander McNeil Prof. Dr. Paul Embrechts |
We. 15-16 | ETHZ, HG D7.2 |
401- 3629- 00 |
|
| Th. 15-17 | ETHZ, HG D1.2 |
||||||
|
Financial
Institutions and Financial Markets |
2h | 3 | Prof. Dr. Hans Geiger | Th. 17-19 | Uni ZH, PLM 103/104 |
400 | 401- 8917- 00 |
| Introd. to Mathematical
Finance and Derivatives |
2h | 3 | Prof. Dr. Marc Chesney PD Dr. Walter Farkas |
Tu. 10-12 | Uni ZH, SOE-F-02 |
399 | |
| Introd. to Fin. Econometrics and Mathematical Statistics | 2h | 3 | Prof. Dr. Marc Paolella | Mo. 14-16 | Uni ZH, PLM 103/104 |
404 | |
| II. Optional Courses At least one optional course with two hours of lectures per week is required for the completion of the program. Possible courses are given in the following table, further optional courses are offered in the second semester; other courses may be taken upon request. |
|||||||
| Risk Theory | 2h | 5 | Prof. Dr. Paul Embrechts |
Th. 13-15 | ETHZ, HG E1.1 |
401-
4915- 00 |
|
| Topics in Incomplete Markets(Seminar) | 2h | 6 | Prof. Dr. Martin Schweizer | Fr. 14-16 | ETHZ, HG E33.5 |
401-
3600- 00 |
|
| Markov Decision Processes and Valuation of Real Options | 2h+1h | 6 | Prof. Dr. Hans-Jakob Lüthi Dr. Juri Hinz |
Tu. 13-15 | ETHZ, HG D5.2 |
401- 3909- 00 |
|
| Mo.
15-17 (each 2 w.) |
ETHZ, HG D7.2 |
||||||
| Real Options | 2h | 3 | Prof. Dr. Rajna Gibson | We. 10-12 | Uni ZH, PLM 103/104 |
407 | |
| Dynamics on Financial Markets | 2h | 3 | Dr. Stefan Reimann | We. 16-18 | Uni ZH, RAI-J-031 |
479 | |
| Behavioral Finance | 2h | 3 | Dr. Urs Fischbacher | Mo. 8-10 | Uni ZH, KOL-E-31 |
406 | 401- 8919- 00 |
|
Stochastic Optimal Control and Applications in Finance |
2h | 6 | Prof. Dr. Philipp Schönbucher | We. 13-15 | ETHZ, HG D7.2 |
401-
4913- 00 |
|
| Introduction to Stochastic Calculus for Finance | block | 3 | Prof. Dr. Dieter Sondermann | 11.10-21.10 Details | Uni ZH, | 411 | --- |
Second Semester (2005/06)
Duration: April 3rd until July 8th, 2006. Days free of lectures
| Courses | Class hours per week |
ECTS credits * |
Lecturer(s) | Time | Location | Uni ZH cata- logue number |
ETHZ catalogue number |
|---|---|---|---|---|---|---|---|
| I. Mandatory Courses |
|||||||
|
Financial Theory and Asset Pricing |
2h | 3 | Prof. Dr. Rajna Gibson | We. 10-12 | Uni ZH, PLM 103/104 |
358 | 401- 8912- 00 |
| Advanced Corporate Finance II | 2h | 3 | Prof. Dr. Michel Habib | Tu. 10-12 | Uni ZH,
SOC-1-101 |
353 | 401- 8916- 00 |
|
Mathematical
Finance and Derivatives |
2h | 3 | Prof. Dr. Marc Chesney | Mo. 14-16 |
Uni ZH, PLD-E-04 |
346 | 401- 8908- 00 |
| Financial Engineering | 4h | 6 | Prof. Dr. Markus Leippold | Tu. 12-14 | Uni ZH, KOL-E-21 | 345 | 401- 8906- 00 |
| We. 12-14 | Uni ZH,
SOC-1-106
|
||||||
| II. Elective/Specialized Courses Participants need to follow at least one between two distinct orientations (A) and (B). All courses within one specialization are mandatory. |
|||||||
| (A) Quantitative Finance and Risk Management | |||||||
|
Term Structure and Credit Risk Models |
3h | 7 | Prof. Dr. Ph. Schönbucher | Tu. 15-16 (sometimes Tu. 15-17 by special arrangement) We. 15-17 |
ETHZ, HG D 1.1 | --- | 401- 4916- 00 |
|
Quantitative Methods for Risk Management II |
3h | 7 | Prof. Dr.
Paul Embrechts Prof. Dr. Alexander McNeil |
Mo. 11-12 | ETHZ, HG D 7.2 | --- |
401- 4918- 00 |
| Th. 10-12 | ETHZ, HG D 7.2 | ||||||
| (B) Asset Management | |||||||
|
Asset Allocations and Performance Measurement |
2h | 3 | Dr. Nils Tuchschmid | Fr. 8-12 (each 2 w., start 7. Apr. 2006) | Uni ZH, PLD-E-04 | 349 | 401- 8922- 00 |
|
Theory of Banking and Financial Intermediation |
3h | 4.5 | PD Dr. Urs Birchler* | Mo. 9-12 | Uni ZH,
KOL-H-309 |
347 | 401- 8924- 00 |
| III. Optional Courses At least one optional course with two hours of lectures per week is required for the completion of the program. Possible courses are given in the following table, further optional courses were offered in the first semester; other courses may be taken upon request. |
|||||||
|
Computational Methods for Quantitative Finance |
2h+1h | 7 | Prof. Dr.
Ch. Schwab
Dr. Ekaterina Voltchkova |
Tu. 14-15 | ETHZ, HG D 7.2 | 401- 4658- 00 |
|
| We. 8-10 | ETHZ, HG, D 3.2 | ||||||
| Economic Capital and Structured Finance | 2h | 3 | Prof. Dr. Paolo Vanini | Mo. 16-18 | Uni ZH, KO2-F-172 | 344 | |
| Topics in Incomplete Markets | 2h | 4 | Prof. Dr. Martin Schweizer | Fr. 14-16 | ETHZ, HG D 1.1 |
401- 4060- 00 |
|
|
Corporate Investments, Real Options and Financial Structuring |
2h | 3 | Dr. Pascal Botteron | Th. 14-18 (each 2 w., Start 6. April 2006) | Uni ZH, PLD-E-04 | 348 | 401- 8932- 00 |
| Applied Risk Management | 2h | 3 | Dr. Peter Kandl | Mo. 18-20 | Uni ZH,
KOL-H-309 |
350 | 401- 8936- 00 |
| EconoPhysics | 2h | 3 | Dr. Stefan Reimann | Tu. 16-18 | Uni ZH, PLD-E-04 | 414 | --- |
| Computational Statistics | 3h+2h | 10 | Prof. Dr. Peter Bühlmann Dr. Martin Mächler | Th. 13-15 | ETHZ, HG F 3 | 401- 3632- 00 |
|
| Fr. 9-12 | ETHZ, HG D 7.1 | ||||||
| Evolutionary Finance | block | 3 | Prof. Dr. Klaus Schenk-Hoppe | 26.4-5.5 Details | Uni ZH, Details | 446 | --- |
| Behavioral Finance Portfolio Theory | block | 3 | Dr. Enrico De Giorgi | 19.6-23.6 Details | Uni ZH, HIM, Pavillon A | 429 | --- |
| Current Challanges in Finance | 1h | --- | PD Dr. Walter Farkas | We. 17-18 | Uni ZH, PLD-E-04 | --- | --- |
| *Assignments are preliminary. |
|||||||
[RiskLab] [ETH Finance Group] [Swiss Banking Institute] [NCCR-FINRISK] [CCFZ]
Last modified: Fri Jun 9 16:43:34 CEST 2006
| |
Design Michael Volkart.
Content Prof. Dr. Erich Walter Farkas.
|