Prerequisites: MSc UZH ETH in Quantitative Finance

Official regulations: »Link

Required Knowledge of the English Language

The admission to the program is linked to good knowledge of the English language.
The degrees accepted as proof of the latter, are language certificates of at least level C1, according to the Common European Framework of Reference for languages is required.

In order to check how you can prove the required minimum C1 level: follow this link

No further proof of knowledge of the English language is needed, for candidates who:
  • have completed their Bachelor program in English; or
  • have completed their upper-secondary level education in English; or
  • declare and can account for English as a native language.

Required Prerequisite Knowledge in Economics and Mathematics

The candidates for the joint degree program Master of Science UZH ETH in Quantitative Finance must prove a good basic knowledge of financial and mathematical notions.

It is assumed by default that each candidate has a good knowledge of a two semester course on Basic Calculus and Linear Algebra (for the example on the level of the Mathematics I and II lectures -- Analysis and Linear Algebra for Economists-- at the Faculty of Economics of the University of Zurich).
Additionally each applicant has to prove good knowledge in corporate finance, in investments, in probability and in statistics according to the following table:

Topic Recommended Literature Relevant Chapters
Corporate Finance Brealey / Myers:
"Principles of Corporate Finance"
McGraw-Hill Companies 		Entire book
Investments Sharpe / Alexander / Bailey:
"Investments"
Prentice Hall		 1-11, 14, 15, 20, 23, 24
Probability Theory Jacod / Protter:
"Probability Essentials"
Springer		 Entire book
Fundamentals of Statistics Rice:
"Mathematical Statistics and Data Analysis"
Duxbury Press		 1-6, 7.1-7.3, 8-10, 11.1-11.3, 13.1-13.4, 14.1-14.3

Important

The Steering Committee might require applicants to pass one or two entrance examinations/interviews prior to final admission. The entrance exam/interview in finance will cover investments and corporate finance. The entrance exam/interview in mathematics will cover the fundamentals of probability theory and statistics.
The entrance exams concentrate on the above mentioned relevant chapters.






[RiskLab] [ETH Finance Group] [Department of Banking and Finance] [NCCR-FINRISK] [CCFZ]