Search result: Catalogue data in Spring Semester 2021
|Quantitative Finance Master |
Students in the Joint Degree Master's Programme "Quantitative Finance" must book UZH modules directly at the UZH. Those modules are not listed here.
|Economic Theory for Finance|
|401-3956-00L||Economic Theory of Financial Markets||W||4 credits||2V||M. V. Wüthrich|
|Abstract||This lecture provides an introduction to the economic theory of financial markets. It presents the basic financial and economic concepts to insurance mathematicians and actuaries.|
|Objective||This lecture aims at providing the fundamental financial and economic concepts to insurance mathematicians and actuaries. It focuses on portfolio theory, cash flow valuation and deflator techniques.|
|Content||We treat the following topics:|
- Fundamental concepts in economics
- Portfolio theory
- Mean variance analysis, capital asset pricing model
- Arbitrage pricing theory
- Cash flow theory
- Valuation principles
- Stochastic discounting, deflator techniques
- Interest rate modeling
- Utility theory
|Prerequisites / Notice||The exams ONLY take place during the official ETH examination period.|
This course will be held in English and counts towards the diploma of "Aktuar SAV". For the latter, see details under www.actuaries.ch.
Knowledge in probability theory, stochastic processes and statistics is assumed.
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