Search result: Courses in Autumn Semester 2020

Computational Science and Engineering Master Information
Fields of Specialization
Computational Finance
NumberTitleTypeECTSHoursLecturers
401-3913-01LMathematical Foundations for Finance Information W4 credits3V + 2U
401-3913-01 VMathematical Foundations for Finance
**together with University of Zurich**
«Hybrid» Students in the Quantitative Finance MSc UZH/ETH programme can attend the lecture in the classroom HG E 7 in September and October. ONLINE for all students as of November.
The lecturers will communicate the exact lesson times of ONLINE courses.
URL for live streaming: https://video.ethz.ch/live/lectures/zentrum/hg/hg-e-7.html
3 hrs
Tue08:00-10:00ON LI NE »
Thu13:00-14:00ON LI NE »
M. Schweizer
401-3913-01 UMathematical Foundations for Finance
Groups are selected in myStudies.
**together with University of Zurich**
Fri 8-10 or Fri 10-12
The lecturers will communicate the exact lesson times of ONLINE courses.
2 hrs
Fri08:00-10:00ON LI NE »
08:00-10:00ON LI NE »
10:00-12:00ON LI NE »
M. Schweizer
401-4657-00LNumerical Analysis of Stochastic Ordinary Differential Equations Information Restricted registration - show details
Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods"
W6 credits3V + 1U
401-4657-00 VNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)
The lecturers will communicate the exact lesson times of ONLINE courses
3 hrs
Mon16:00-18:00ON LI NE »
Wed14:00-15:00ON LI NE »
D. Salimova
401-4657-00 UNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)
Groups are selected in myStudies.
Responsible lecturer: Dr. D. Salimova
The lecturers will communicate the exact lesson times of ONLINE courses.
1 hrs
Wed15:00-16:00ON LI NE »
15:00-16:00ON LI NE »
D. Salimova
401-8905-00LFinancial Engineering (University of Zurich)
No enrolment to this course at ETH Zurich. Book the corresponding module directly at UZH.
UZH Module Code: MFOEC200

Mind the enrolment deadlines at UZH:
https://www.uzh.ch/cmsssl/en/studies/application/mobilitaet.html
W6 credits4G
401-8905-00 GFinancial Engineering (University of Zurich)
**Course at University of Zurich**
4 hrs
Thu08:00-12:00UNI ZH .
University lecturers
363-0561-00LFinancial Market RisksW3 credits2G
363-0561-00 GFinancial Market Risks
The lecture takes place ONLINE via Zoom (recorded).
The lecturers will communicate the exact lesson times of ONLINE courses.
2 hrs
Mon10:00-12:00ON LI NE »
D. Sornette
401-5820-00LSeminar in Computational Finance for CSEW4 credits2S
401-5820-00 SSeminar in Computational Finance for CSE
Please contact Prof. Teichmann if you are interested in attending.
2 hrsby appt.J. Teichmann
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