To view the Curriculum of the (old) program "Master of Advanced Studies UZH ETH in Finance", offered between 2002-2009, please follow this »Link

Curriculum: MSc UZH ETH in Quantitative Finance

The program comprises 10 core courses and (a list of) elective courses. Any course of the program is either from the field "Economic Theory for Finance" (EF) or from the field "Mathematical Methods for Finance" (MF).
Each student needs to aquire at least 90 ECTS points as follows:
  • 33 ECTS credit points from the core courses, of which
    • at least 9 ECTS should be from the field EF and
    • at least 9 ECTS should be from the field MF
  • 27 ECTS credit points from the elective courses, of which
    • at least 9 ECTS should be from the field EF and
    • at least 9 ECTS should be from the field MF
  • 30 ECTS credit points from the Master Thesis.
Find our more about the official regulations of the program:

Core courses

All 10 core courses are offered once in each academic year as follows:

  Economic Theory for Finance (EF) Mathematical Methods for Finance (MF)
Fall Advanced Corporate Finance I (EF)  
Economic Foundations for Finance (EF) Mathematical Foundations for Finance (MF) 
Financial Markets and Financial Institutions (EF) Financial Engineering (MF)
Spring Advanced Financial Economics (EF) Continuous Time Quantitative Finance (MF)
Asset Management (EF) Quantitative Risk Management (MF)
  Computational PDE Methods for Finance (MF)

Elective courses

Each student has to acquire 27 ECTS credit points from the elective courses, of which at least 9 ECTS should be from the field EF and at least 9 ECTS should be from the field MF.
If a student has acquired more than 33 ECTS points from the core curriculum, his additional points can only be credited to the elective courses (only complete modules). The list of elective courses might change from year to year. The list of elective courses is verified annually by the Steering Committee of the program.

Examination

Course examination: In principle, there will be examinations following each mandatory, specialized or optional course. Each responsible faculty member can decide to attribute the final grade for his/her course based only on projects assessments, on class participation as well as on graded interim homework. The ECTS credits will be given to those participants whose final grade indicates that they passed the course.

Repeating examination / Replacement of one course: Every examination can be repeated while the number of total failures of exams is not allowed to exceed 6 (six). If an enrolled student failes 7 (seven) exams then he/she will be excluded from the program.


Master Thesis

Master Thesis: The program will encourage links with the professional community through the Master Thesis projects. Some of these projects could be initiated by firms who submit research proposals, and participants could also spend the summer working as interns in those firms while writing their Master Thesis. The Master Thesis counts 30 ECTS credits. More detailed guidelines for the Master Thesis are available.

Final examination: The final examination consists of a colloquium, where participants present their Master Thesis.


Final grade

Final grade: The final grade will be a weighted average (based on the corresponding credit points) of the grades obtained from the courses and from the Master Thesis.







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