Spring Semester 2012

Lectures: February 1, 2012, until June 2, 2012
UZH Academic Calender
ETH Academic Calender

Course Catalogue UZH
Course Catalogue ETH

Download Tentative Schedule (xlsx)





Courses
(area)		 Class hours
per week		 ECTS
credits
 Lecturer(s) Time & Place Remarks
 
I. Core Courses
Advanced Financial Economics
(L-EF)
2h 3.0 Prof. Dr. Thorsten Hens Mon.
10.00-12.00
UZH 		 
Asset Management - Advanced Investments (L-EF)
2h+1h 4.5 Dr. Matthias Feiler Wed.
17.00-18.00(E)
18-00-20.00(L)
UZH 		 
Continous Time Quantitative Finance(L-MF)
3h 4.5 Prof. Dr. Marc Chesney
Jacob Stromberg 		Mo.
13.00-15.45
UZH
 
Computational Methods for
Quantitative Finance: PDE Methods (L-MF)
3h+1h 6.0 Oleg Reichmann Wed.
13.00-15.00
Fri.
13.00-14.00(L)
14.00-15.00(E)
ETH 		Info
Quantitative Risk Management (L-MF)
2h 4.0 Prof. Dr. Paul Embrechts     Thu.
10.00-12.00
ETH 		Info
 
II. Elective Courses
Possible courses are given in the following table, further optional courses were offered in the Fall Semester; other courses may be taken upon a written request to the Steering Committee.
 
Advanced Corporate Finance II (L-EF)
2h 3.0 Prof. Dr. Michel Habib Tue.
10.15-12.00
UZH
 
Research Seminar Finance(S-EF)
2h 3.0 Prof. Dr. Marc Chesney et al. Fri.
12.15-13.45
UZH
Seminar
Banking Economics(S-EF)
2h 3.0 Prof. Dr. Jean-Charles Rochet Mo.
10.15-12.00
UZH
Seminar
Asset Management: Applied Portfolio Theory (S-EF)
2h 3.0 Prof. Dr. Markus Leippold
Dr. Philippe Rohner 		Tue.
12.15-13.45
UZH
 Seminar
Theory of Banking and Financial Intermediation (S-EF)
3h 4.5 Prof. Dr. Urs Birchler Tue.
14.00-17.00
UZH
Seminar
Exercises for Advanced Financial Economics (E-EF)
2h 3.0 Nilufer Caliskan Mo.
16.15-18.15
UZH
 
Advanced Valuation (L-EF)
2h 3.0 Prof. Dr. Kjell G. Nyborg Thu.
10.15-12.00
UZH
 
The Risk & Finance Lab (L-EF)
3h 4.5 Dr. Ioannis Akkizidis
Dr. Willi Brammertz 		Fri.
9.00-12.00
UZH
 
Advanced Banking (L-EF)
2h 3.0 Prof. Dr. Jean-Charles Rochet Mo.
8.00-9.45
UZH
 
Economic Crimes & Corporate Resilience (L-EF)
2h 3 Ivo Hoppler Tue.
12.15-13.45
UZH
 
Commodity Trading (L+E-EF)
2h 3 Dr. Moscheh Mresse
Dr. Jacques Piasko 		Mo.
8.00-9.45
UZH
 
Portfolio Management Programm 2 (Block course-EF)
 4h 6 Prof. Dr. Thorsten Hens
Prof. Dr. Markus Leippold 		Tue.
16.00-20.00
UZH		 Block course
Portfolio Management Programm 4 (Block course-EF)
 4h 4.5 Prof. Dr. Thorsten Hens
Prof. Dr. Markus Leippold 		Tue.
16.00-20.00
UZH		 Block course
Topics of Applied Risk Management (L-MF)
2h 3 Dr. Gerold Studer Mo.
8.00-10.00
UZH
Info
Introduction to Financial Time Series(L-MF)
4h 6.0 Prof. Dr. Marc Paolella
Dr. Kerstin Kehrle 		Tue.
10.15-12.00
Wed.
14.00-15.45
UZH 		 
Quantitative Finance (L-MF)
2h 3.0 Prof. Dr. Walter Farkas
Dr. Gabriel Drimus 		Thu.
12.15-13.45
UZH
Info
Optimal Portfolio Choice in Markets with Frictions (L-MF)
2h 4.0 Prof. Dr. Johannes Muhle-Karbe Mo.
10.15-12.00
ETH 		Info
Brownian Motion and Stochastic Calculus(L-MF)
4h+1h 10.0 Prof. Dr. Martin Schweizer Tue.
8.15-10.00 (L)
14.00-15.00(E)
Thu.
8.15-10.00 (L)
ETH 		Info
Market-Consistent Actuarial Valuation (L-MF)
 2h 4 Prof. Dr. Mario Valentin Wüthrich Mon
16.00-18.00
ETH		 Info
Topics in Empirical Finance (S-MF)
 2h 3 Prof. Dr. Jens Jackwerth Fri
16.00-18.00
UZH		 Seminar






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