Quantitative Finance Master 
|
 Core Courses |
Economic Theory for Finance
No offering in this semester yet |
| Mathematical Methods for Finance |
| Number | Title | Type | ECTS | Hours | Lecturers |
|---|
| 401-4658-00L | Computational Methods for Quantitative Finance: PDE Methods  | W | 6 credits | 3V + 1U | C. Marcati,
A. Stein |
| 401-3629-00L | Quantitative Risk Management | W | 4 credits | 2V + 1U | P. Cheridito |
|
| Elective Courses |
| Economic Theory for Finance |
| Number | Title | Type | ECTS | Hours | Lecturers |
|---|
| 401-3956-00L | Economic Theory of Financial Markets | W | 4 credits | 2V | M. V. Wüthrich |
|
| Mathematical Methods for Finance |
| Number | Title | Type | ECTS | Hours | Lecturers |
|---|
| 401-3936-00L | Data Analytics for Non-Life Insurance Pricing | W | 4 credits | 2V | C. M. Buser,
M. V. Wüthrich |
| 401-4920-00L | Market-Consistent Actuarial Valuation Does not take place this semester. | W | 4 credits | 2V | M. V. Wüthrich |
| 401-3642-00L | Brownian Motion and Stochastic Calculus | W | 10 credits | 4V + 1U | W. Werner |
| 401-4611-21L | Rough Path Theory | W | 4 credits | 2V | A. Allan,
J. Teichmann |
| 227-0224-00L | Stochastic Systems Does not take place this semester. | W | 4 credits | 2V + 1U | to be announced |
| 401-3917-00L | Stochastic Loss Reserving Methods | W | 4 credits | 2V | R. Dahms |
| 252-0220-00L | Introduction to Machine Learning Limited number of participants. Preference is given to students in programmes in which the course is being offered. All other students will be waitlisted. Please do not contact Prof. Krause for any questions in this regard. If necessary, please contact studiensekretariat@inf.ethz.ch | W | 8 credits | 4V + 2U + 1A | A. Krause,
F. Yang |
| 401-3932-19L | Machine Learning in Finance | W | 6 credits | 3V + 1U | J. Teichmann |
| 363-1114-00L | Introduction to Risk Modelling and Management | W | 3 credits | 2V | H. Schernberg,
B. J. Bergmann,
D. N. Bresch |
| 363-1153-00L | New Technologies in Banking and Finance | W | 3 credits | 2V | B. J. Bergmann,
P. Cheridito,
H. Gersbach,
P. Mangold,
J. Teichmann,
R. Wattenhofer |
|
Master's Thesis
|
Page
1
of
1
