Quantitative Finance Master
|
Pflichtmodule |
Bereich EF (Economic Theory for Finance)
(Noch) kein Angebot in diesem Semester |
Bereich MF (Mathematical Methods for Finance) |
Nummer | Titel | Typ | ECTS | Umfang | Dozierende |
---|
401-4658-00L | Computational Methods for Quantitative Finance: PDE Methods | W | 6 KP | 3V + 1U | C. Marcati,
A. Stein |
401-3629-00L | Quantitative Risk Management | W | 4 KP | 2V + 1U | P. Cheridito |
|
Wahlpflichtmodule |
Bereich EF (Economic Theory for Finance) |
Nummer | Titel | Typ | ECTS | Umfang | Dozierende |
---|
401-3956-00L | Economic Theory of Financial Markets | W | 4 KP | 2V | M. V. Wüthrich |
|
Bereich MF (Mathematical Methods for Finance) |
Nummer | Titel | Typ | ECTS | Umfang | Dozierende |
---|
401-3936-00L | Data Analytics for Non-Life Insurance Pricing | W | 4 KP | 2V | C. M. Buser,
M. V. Wüthrich |
401-4920-00L | Market-Consistent Actuarial Valuation Findet dieses Semester nicht statt. | W | 4 KP | 2V | M. V. Wüthrich |
401-3642-00L | Brownian Motion and Stochastic Calculus | W | 10 KP | 4V + 1U | W. Werner |
401-4611-21L | Rough Path Theory | W | 4 KP | 2V | A. Allan,
J. Teichmann |
227-0224-00L | Stochastic Systems Findet dieses Semester nicht statt. | W | 4 KP | 2V + 1U | Noch nicht bekannt |
401-3917-00L | Stochastic Loss Reserving Methods | W | 4 KP | 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 KP | 4V + 2U + 1A | A. Krause,
F. Yang |
401-3932-19L | Machine Learning in Finance | W | 6 KP | 3V + 1U | J. Teichmann |
363-1114-00L | Introduction to Risk Modelling and Management | W | 3 KP | 2V | H. Schernberg,
B. J. Bergmann,
D. N. Bresch |
363-1153-00L | New Technologies in Banking and Finance | W | 3 KP | 2V | B. J. Bergmann,
P. Cheridito,
H. Gersbach,
P. Mangold,
J. Teichmann,
R. Wattenhofer |
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Master Arbeit
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