Description of the Poster


Poster for the Program Master of Advanced Studies in Finance (MAS Finance)
The printed poster is in A3 format (height 42.04 cm, width 29.73 cm), a high resolution version (1.9MB) is available in Portable Document Format (PDF). Please contact Ms. Aline Strolz if you would like to have a hard copy of the poster.


At the Top

Official logos of the University of Zurich and the Swiss Federal Institute of Technology Zurich (ETH Zürich).


Curves in the Background

The curves come from Prof. Alexander McNeil's well-known Riskometer. The upper curve shows the value at risk (VaR) of the German stockmarket index (DAX) for the next day, which financial losses should not exceed with a probability of 95%; the upper curve is the corresponding 99% threshold. These thresholds were calculated using a method developed at the ETH Zurich, by drawing heavily on time series models and extreme value theory. The complete picture shows more detail.



Participants

The three small pictures show seven participants of the first group which started October 2002. From left to right: Quan Gan, Mingying Zhang, Dr. Hansjörg Furrer, Philippe Jaquet, Julien Dinh, Natasha Popova and Boris Felice Papa.


Lower Picture

In the foreground is the main building of ETH Zürich. It's actually part of a larger picture, showing the main entrance at Rämistr. 101. The Department of Mathematics, ETH's main library and the central administration are located in this building. Just behind the ETH is the tower of the main building of the University of Zurich. Many of the MAS Finance classes are taught in these two buildings which overlook the old town of Zürich and the lake (see the panoramic view, where you find the university's tower in the upper right corner). On clear days the Swiss Alps are visible to the left of the university's tower.


Ordering Copies

Please contact Ms. Aline Strolz if you would like to have a copy of the poster.



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