Courses > Courses in 2008/09 (7. Cycle)
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 | |||||||
|
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 20.02.09. |
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 |
|
| 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-F-123 |
424 | |
| The Global Financial System and the Credit Crisis | 2h | 3 | Dr. Daniel Heller | Wed. 16.15-18.00, Details |
UZH,
RAI-H-041 |
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 |
|
| Economic Theory of Financial Markets | 2h | 4 | Dr. Mario Wüthrich | Mon. 16.15-18.00 | ETH, HG D 7.1 |
401-
4920- 00 |
|
| Computational Statistics | 3h+2h | 10 | Prof. Dr. Peter Bühlmann Dr. Martin Mächler | Thu. 13.15-15.00 | ETH, HG E 3 |
401- 3632- 00 |
|
| Fri. 9.00-12.00 | ETH, HG E 3 |
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| Quantitative Finance | 2h | 3 | Prof. Dr. Walter Farkas | Tue. 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: Mon Mar 2 11:59:41 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. |