Search result: Courses in Autumn Semester 2020
Quantitative Finance Master  see www.msfinance.ch/index.html?/portrait/Curriculum.html Students in the Joint Degree Master's Programme "Quantitative Finance" must book University of Zurich modules directly at the University of Zurich. Those modules are not listed here. | ||||||||||||||||||||||||
 Core Courses | ||||||||||||||||||||||||
| Economic Theory for Finance For possible (additional) course offerings see www.msfinance.ch | ||||||||||||||||||||||||
| Mathematical Methods for Finance For possible additional course offerings see www.msfinance.ch | ||||||||||||||||||||||||
| Number | Title | Type | ECTS | Hours | Lecturers | |||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | ||||||||||||||||||||
| Elective Courses | ||||||||||||||||||||||||
| Economic Theory for Finance For possible additional course offerings see www.msfinance.ch | ||||||||||||||||||||||||
| Number | Title | Type | ECTS | Hours | Lecturers | |||||||||||||||||||
| 401-4633-00L | Data Analytics in Organisations and Business | W | 5 credits | 2V + 1U | ||||||||||||||||||||
| 401-4633-00 V | Data Analytics in Organisations and Business | 2 hrs |
| I. Flückiger | ||||||||||||||||||||
| 401-4633-00 U | Data Analytics in Organisations and Business | 1 hrs |
| I. Flückiger | ||||||||||||||||||||
| 363-1081-00L | Asset Liability Management and Treasury Risks  Number of participants limited to 40. | W | 3 credits | 2V | ||||||||||||||||||||
| 363-1081-00 V | Asset Liability Management and Treasury Risks Block course The lecturers will communicate the exact lesson times of ONLINE courses. | 28s hrs |
| P. Mangold, M. Eichhorn | ||||||||||||||||||||
| Mathematical Methods for Finance For possible additional course offerings see www.msfinance.ch | ||||||||||||||||||||||||
| Number | Title | Type | ECTS | Hours | Lecturers | |||||||||||||||||||
| 401-3925-00L | Non-Life Insurance: Mathematics and Statistics | W | 8 credits | 4V + 1U | ||||||||||||||||||||
| 401-3925-00 V | Non-Life Insurance: Mathematics and Statistics | 4 hrs |
| M. V. Wüthrich | ||||||||||||||||||||
| 401-3925-00 U | Non-Life Insurance: Mathematics and Statistics | 1 hrs |
| M. V. Wüthrich | ||||||||||||||||||||
| 401-4889-00L | Mathematical Finance | W | 11 credits | 4V + 2U | ||||||||||||||||||||
| 401-4889-00 V | Mathematical Finance | 4 hrs |
| J. Teichmann | ||||||||||||||||||||
| 401-4889-00 U | Mathematical Finance | 2 hrs |
| J. Teichmann | ||||||||||||||||||||
| 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 | ||||||||||||||||||||
| 401-3929-00L | Financial Risk Management in Social and Pension Insurance | W | 4 credits | 2V | ||||||||||||||||||||
| 401-3929-00 V | Financial Risk Management in Social and Pension Insurance The lecturers will communicate the exact lesson times of ONLINE courses. | 2 hrs |
| P. Blum | ||||||||||||||||||||
| 401-3922-00L | Life Insurance Mathematics | W | 4 credits | 2V | ||||||||||||||||||||
| 401-3922-00 V | Life Insurance Mathematics | 2 hrs |
| M. Koller | ||||||||||||||||||||
| 401-3928-00L | Reinsurance Analytics | W | 4 credits | 2V | ||||||||||||||||||||
| 401-3928-00 V | Reinsurance Analytics | 2 hrs |
| P. Antal, P. Arbenz | ||||||||||||||||||||
| 363-1100-00L | Risk Case Study Challenge | W | 3 credits | 2S | ||||||||||||||||||||
| 363-1100-00 S | Risk Case Study Challenge
 Does not take place this semester. The course takes place in FS 2021. | 2 hrs | A. Bommier, S. Feuerriegel, J. Teichmann | |||||||||||||||||||||
| Master's Thesis | ||||||||||||||||||||||||
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