Courses > Courses in 2008/09 (7. Cycle)
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Precourse Events (2008/09)
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Microeconomics
Sept. 8-12, 2008; optional course, but strongly recommended
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S-PLUS Essentials for Finance
Sept. 8-12, 2008; optional course, but strongly recommended
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Asset Management Forum 2008
Thursday, September 11, 2008
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Risk
Day 2008
Friday, September 19, 2008
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Welcome reception for MAS Finance participants
Time and Place: September 16, 2008, 18.00-20.30, ETH Dozentenfoyer
First Semester (2008/09)
Lectures: September 15, 2008, until December 20, 2008
Lectures at ETH start September 17, 2008
| Courses | Class hours per week |
ECTS credits |
Lecturer(s) | Time | Location | UZH cata- logue number |
ETH catalogue number |
|---|---|---|---|---|---|---|---|
| I. Mandatory Courses |
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| Advanced Corporate Finance I | 2h | 3 | Prof. Dr. Michel Habib | Tu. 14.00-15.45, Details |
UZH, KOL-H-317 |
361 | 401- 8913- 00 |
|
Mathematical Foundations of Finance |
2h+1h | 5 | Dr. Delia Coculescu Nikeghbali | Fr. 09.15-12.00 | ETH, HG D3.2 |
401- 3913- 00 |
|
| Advanced Financial Economics | 2h | 3 | Prof.
Dr. Thorsten Hens
Dr. Marc Rieger |
Mo. 10.15-12.00, Details |
UZH, KOL-E-21 |
362 | 401- 8915- 00 |
| Quantitative Methods for Risk Management | 2 | 4 |
Dr. Johanna Neslehova
Prof. Dr. Paul Embrechts |
Th. 15.15-17.00 | ETH, HG D1.2 |
401- 3629- 00 |
|
| Financial Markets and Institutions | 2h | 3 | PD Dr. Urs Birchler | Th. 17.15-19.00, Details |
UZH, KOL-H-317 |
381 | 401- 8917- 00 |
|
Introd.to Mathematical
Finance and Derivatives |
2h+1h | 4.5 | Prof. Dr. Marc Chesney PD Dr. Walter Farkas |
Tu. 10.15-13.00, Details |
UZH, SOD-1-104 |
402 | 401- 8921- 00 |
| Introd. to Fin. Econometrics and Mathematical Statistics | 2h | 3 | Prof. Dr. Marc Paolella | Mo. 14.00-15.45, Details Start: 22.09. |
UZH, PLM 103/104 |
445 | |
| Financial Engineering | 2h+1h | 4.5 | Prof. Dr. Paolo Vanini | Tu. 16.15-19.00, Details |
ETH,
ML H 44 |
3878 | |
| II. Optional Courses At least two optional courses with two hours of lectures per week are 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. |
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| Term Structures and Credit Risk Models* | 3h | 6 | Prof. Dr. Semyon Malamud | Mo. 13.15-14.00 | ETH,
HG E 1.2 |
-- | 401- 4916- 00 |
| Th. 10.15-12.00 | ETH, HG E 1.2 |
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Computational Methods for Quantitative Finance I: Monte Carlo and Sampling Methods |
2h+1h | 6 | Prof. Dr. Ch. Schwab
Prof. Dr. T. v. Petersdorff |
We. 15.15-16.00 | ETH, HG F 3 |
401- 4657- 00 |
|
| Fr. 13.15-15.00 | ETH, HG F 3 |
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| Risk Theory | 2h | 4 | Dr. Mario Wüthrich | Th. 13.15-15.00 | ETH, HG E1.1 |
401-
4915- 00 |
|
| Financial Risk Management | 2h | 3 | Dr. Martin Bardenhewer | We. 12.15-13.45, Details |
UZH, KOL-G-220 |
449 | - - - |
| Mathematical Finance | 4h+2h | 12 | Prof. Dr. Martin Schweizer | We. 13.15-15.00 | ETH, HG D 1.1 |
401- 4889- 00 |
|
| Th. 8.15-10.00 | ETH, HG F 3 |
We. 8.15-10.00 | ETH, HG D 1.2 |
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| Applied Portfolio Theory | 2h | 3 | Dr. Felix Morger | We. 12.15-13.45, Details |
UZH, PLD-E-04 |
364 | - - - |
| Stochastic Loss Reserving Methods | 2h | 4 | Dr. Mario Wüthrich | Mo. 16.15-18.00 | ETH, HG D 7.1 |
401-
3917- 00 |
|
| Applied Corporate Finance | 2h | 3 | Prof. Dr. Alexander Wagner | Mo. 08.00-09.45 | UZH, PLD-E-04 (TBC) |
447 | 401- 8935 00 |
| Microconomics | Block | 1.5 | Prof. Dr. Yvan Lengwiler | 08.09-12.09.2008, Details |
UZH, Details |
413 | 401- 8915- 00 |
Second Semester (2008/09)
Duration: February 16, 2009 until May 30, 2009.
No lectures (Eastern Holiday): April 9, 2009 from 12.00 o'clock to April 18, 2009.
Further days free
of lectures
| Courses | Class hours per week |
ECTS credits |
Lecturer(s) | Time | Location | UZH cata- logue number |
ETH catalogue number |
|---|---|---|---|---|---|---|---|
| I. Mandatory Courses |
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| Advanced Corporate Finance II | 2h | 3 | Prof. Dr. Michel Habib | Tue. 10.15-12.00, Details |
UZH,
SOD-1-101 |
360 | 401- 8916- 00 |
|
Mathematical Finance and Derivatives |
3h | 4.5 | Prof. Dr. Marc Chesney | Mon. 13.15-16.00, Details |
UZH, PLM 103/104 |
401 | 401- 8908- 00 |
| 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. |
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| (A) Risk Management | |||||||
| Term Structures and Credit Risk Models** | 3h | 6 | Prof. Dr. Semyon Malamud | --** | --** | --** | 401- 4916- 00 |
| An Introduction to Copulas | 2h | 4 | Dr. Johanna Neslehova | Wed. 13.15-15.00 | ETH, HG E 1.1 |
--- |
401- 4638- 08 |
| (B) Asset Management | |||||||
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Theory of Banking and Financial Intermediation |
3h | 4.5 | Prof. Dr. Urs Birchler | Mon. 09.00-12.00, Details |
UZH,
ZUI-BB-001 |
436 | 401- 8924- 00 |
|
Asset Allocations and Performance Measurement |
2h | 3 | Dr. Nils Tuchschmid |
Fri. 8.00-12.00, Details each 2 weeks, Start 22.02.09. |
UZH, KOL-F-103 |
433 | 401- 8922- 00 |
| III. Optional Courses At least two optional courses with two hours of lectures per week are 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. |
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Computational Methods for Quantitative Finance II: Finite Element and Finite Difference Methods |
2h+1h | 6 | Prof. Dr. Ch. Schwab N. Hilber |
Tue. 15.15-17.00 | ETH, HG E 5 |
401- 4658- 00 |
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| Thu. 15.15-16.00 | ETH, HG E 5 |
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| Financial Engineering II | 2h+1h | 4.5 | Prof. Dr. Paolo Vanini | Thu. 16.15-19.00, Details | UZH,
KOL-G-209 |
376 | |
| Topics of Applied Risk Management | 2h | 3 | Dr. Gerold Studer | Mo. 16.15-18.00, Details |
UZH,
KOL-G-220 |
424 | |
| The Global Financial System and the Credit Crisis | 2h | 3 | Dr. Daniel Heller | Wed. 16.15-18.00, Details |
UZH,
PLD-E-04 |
436 | |
| Stochastic Processes & Stochastic Analysis | 4h+1h | 10 | Prof. Dr. Martin Schweizer | Tue. 08.15-10.00 | ETH, HG D 5.2 |
401- 3642- 00 |
|
| Thu. 8.15-10.00 | ETH HG D 5.2 |
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| Insurance Analytics | 2h | 4 | Dr. Peter Antal | Mo. 10.15-12.00 | ETH, HG D 5.2 |
401-
3928- 00 |
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| Economic Theory of Financial Markets | 2h | 4 | Dr. Mario Wüthrich | Mon. 16.15-18.00 | ETHZ, HG D 7.1 |
401-
4920- 00 |
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| Computational Statistics | 3h+2h | 10 | Prof. Dr. Peter Bühlmann Dr. Martin Mächler | Thu. 13.15-15.00 | ETH, HG E 3 | 401- 3632- 00 |
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| Fri. 9.00-12.00 | ETH HG E 3 |
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| Quantitative Finance | 2h | 3 | Prof. Dr. Walter Farkas | Tu. 12.15-14.00 Details |
UZH, SOD-1-104 |
414 | -- |
| *Counts as mandatory course for the Specialisation Quantitative Finance and Risk Management.
**Already given in Fall Semester 2008. |
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Last modified: Fri Feb 6 20:18:11 CET 2009
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Created and supported by Prof. Dr. Uwe Schmock
until October 6, 2003. Design Michael Volkart. Content PD Dr. Erich Walter Farkas. |