Fall Semester 2011


Pre-Course Events

Kick-Off Event (mandatory for new students)
Date: Monday, 19.09.2011, 17.00
Place: UZH, KO2-F-175 >Link

Welcome Apero
Date: Wednesday, 28.09.2011, 18.00
Place: ETH Dozentenfoyer >Link

Other Events

6th Workshop on Asset Management
Date: Thursday, 25.08.2011, 13.30-17.30
>Link

ETH Risk Day 2011
Date: Friday, 09.09.2011, 09.00-17.30
>Link


Courses

Lectures: September 19 until Dezember 24 (12.00)
Examinations take place in the period from January 9 to February 17

Academic Calender UZH
Academic Calender ETH

Course Catalogue UZH
Course Catalogue ETH

Download Tentative Schedule (pdf)

Courses (area) Credits Lecturer(s) Details
 
I. Core Courses
Economic Foundations for Finance (EF)
4.5 Prof. Dr. T. Hens
Prof. Dr. U. Birchler 		Mon,
10.15-12.00
Wed,
08.00-09.45 (Ex.)
Financial Markets and Institutions (EF)
3.0 Prof. Dr. U. Birchler Tue,
12.15-13.45
Advanced Corporate Finance I (EF)
3.0 Prof. Dr. K. Nyborg Tue,
14.00-15.45
Financial Engineering (MF)
4.5 Prof. Dr. M. Leippold Thu,
10.15-13.00
Mathematical Foundations for Finance (MF)
4.0 Prof. Dr. E. Farkas Mon,
16.15-18.00
Fri,
09.15-10.00
Mon,
08.15-10.00 (Ex.)
 
II. Elective Courses
Possible courses are given in the following table, other courses may be taken upon a written request to the Steering Committee.

An Introduction to Copulas (MF)
4.0 Dr. M. Hofert Tue,
08.15-10.00
An Introduction to the Modelling of Extremes (MF)
4.0 Prof. Dr. P. Embrechts Wed,
10.15-12.00
Corporate Finance: Corporate Finance Theory and Applications (EF)
3.0 Prof. Dr. K. Nyborg
Prof. Dr. A. Wagner 		Mon,
10.15-12.00
Environmental Finance (EF)
6.0 Prof. Dr. M. Chesney
Jonathan Gheyssens 		Thu,
14.00-18.00
Equity Derivative Trading in Practice (MF)
3.0 Dr. Mika Arnold Kastenholz Wed,
10.15-12.00
Financial Risk Management (EF)
3.0 Dr. M. Bardenhewer Mon,
12.15-13.45
Geschichte des Finanzplatzes Schweiz (EF)
3.0 Dr. R. T. Meier in German
Mon,
14.00-15.45
Interest Rate Modeling in Discrete Time (MF)
4.0 Prof. Dr. M. Wüthrich Mon,
14.15-16.00
Interest Rate Theory (MF)
8.0 Prof. Dr. J. Teichmann Thu,
10.15-12.00
Fri,
10.15-11.00
Fri,
11.15-12.00 (Ex.)
Lévy Processes (MF)
4.0 Dr. V. Fasen Tue,
13.15-15.00
Life Insurance Mathematics (MF)
4.0 Prof. Dr. M. Koller Fri,
16.15-18.00
Mathematical Finance (MF)
12.0 Prof. Dr. H. Soner Mon,
14.15-16.00
Thu,
15.15-17.00
Thu,
08.15-10.00 (Ex.)
Numerical Analysis of Stochastic Ordinary Differential Equations (MF)
6.0 Dr. A. Barth
Dr. A. Lang 		Wed,
13.15-15.00
Fri,
13.15-14.00
Fri,
14.15-15.00 (Ex.)
Non-Life Insurance Mathematics (MF)
4.0 Prof. Dr. A. Gisler in German
Tue,
16.15-18.00
Probabilistic Theory of Markets with Frictions (MF)
4.0 Dr. Y. Dolinsky Wed,
15.15-17.00
Risk Management and Value Creation in Insurance (EF)
3.0 Dr. P. Koch Medina Thu,
08.00-09.45
Risk Theory for Insurance (MF)
4.0 Prof. Dr. M. Wüthrich Thu,
13.15-15.00
Takeovers, Restructuring, and Corporate Governance (EF)
3.0 Prof. Dr. P. Östberg Mon,
10.15-12.00
The Economy of Risk in Insurance (MF)
3.0 Dr. M. Dacorogna Fri,
16.15-18.00
Research-Seminar Finance (EF)
3.0 Guest Speakers Seminar
Fri,
12.15-13.45
CFA Investment Challenge (EF)
3.0 Guest Speakers Seminar
in German
Portfoliomanagement Programm 1 (EF)
6.0 Guest Speakers Seminar
in German
Portfoliomanagement Programm 3 (EF)
4.5 Guest Speakers Seminar
in German
Advanced Topics in Mathematical Finance (MF)
0 Prof. Dr. H. Föllmer Tue,
10.15-12.00
Re-examination Advanced Financial Economics (EF)
3.0 Re-examination 16.11.2011,
12.00-14.00


subject to alterations









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