Search result: Courses in Autumn Semester 2020
Computational Science and Engineering Master ![]() | |||||||||||||||
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Number | Title | Type | ECTS | Hours | Lecturers | ||||||||||
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401-3913-01L | Mathematical Foundations for Finance ![]() | W | 4 credits | 3V + 2U | |||||||||||
401-3913-01 V | Mathematical 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 |
| M. Schweizer | |||||||||||
401-3913-01 U | Mathematical 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 |
| M. Schweizer | |||||||||||
401-4657-00L | Numerical Analysis of Stochastic Ordinary Differential Equations ![]() ![]() Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods" | W | 6 credits | 3V + 1U | |||||||||||
401-4657-00 V | Numerical 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 |
| D. Salimova | |||||||||||
401-4657-00 U | Numerical 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 |
| D. Salimova | |||||||||||
401-8905-00L | Financial 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 | W | 6 credits | 4G | |||||||||||
401-8905-00 G | Financial Engineering (University of Zurich) **Course at University of Zurich** | 4 hrs |
| University lecturers | |||||||||||
363-0561-00L | Financial Market Risks | W | 3 credits | 2G | |||||||||||
363-0561-00 G | Financial Market Risks The lecture takes place ONLINE via Zoom (recorded). The lecturers will communicate the exact lesson times of ONLINE courses. | 2 hrs |
| D. Sornette | |||||||||||
401-5820-00L | Seminar in Computational Finance for CSE | W | 4 credits | 2S | |||||||||||
401-5820-00 S | Seminar in Computational Finance for CSE Please contact Prof. Teichmann if you are interested in attending. | 2 hrs | by appt. | J. Teichmann |
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