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 | |
| 401-4658-00 V | Computational Methods for Quantitative Finance: PDE Methods
Permission from lecturers required for all students.
| | | 3 hrs | | C. Marcati,
A. Stein |
| 401-4658-00 U | Computational Methods for Quantitative Finance: PDE Methods
Groups are selected in myStudies.
| | | 1 hrs | | C. Marcati,
A. Stein |
| 401-3629-00L | Quantitative Risk Management | W | 4 credits | 2V + 1U | |
| 401-3629-00 V | Quantitative Risk Management | | | 2 hrs | | P. Cheridito |
| 401-3629-00 U | Quantitative Risk Management | | | 1 hrs | | 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 | |
| 401-3956-00 V | Economic Theory of Financial Markets | | | 2 hrs | | 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 | |
| 401-3936-00 V | Data Analytics for Non-Life Insurance Pricing | | | 2 hrs | | C. M. Buser,
M. V. Wüthrich |
| 401-4920-00L | Market-Consistent Actuarial Valuation | W | 4 credits | 2V | |
| 401-4920-00 V | Market-Consistent Actuarial Valuation
Does not take place this semester. | | | 2 hrs | | M. V. Wüthrich |
| 401-3642-00L | Brownian Motion and Stochastic Calculus | W | 10 credits | 4V + 1U | |
| 401-3642-00 V | Brownian Motion and Stochastic Calculus | | | 4 hrs | | W. Werner |
| 401-3642-00 U | Brownian Motion and Stochastic Calculus
Groups are selected in myStudies.
| | | 1 hrs | | W. Werner |
| 401-4611-21L | Rough Path Theory | W | 4 credits | 2V | |
| 401-4611-21 V | Rough Path Theory | | | 2 hrs | | A. Allan,
J. Teichmann |
| 227-0224-00L | Stochastic Systems | W | 4 credits | 2V + 1U | |
| 227-0224-00 V | Stochastic Systems
Does not take place this semester.
Will be offered again in 2022. | | | 2 hrs | | to be announced |
| 227-0224-00 U | Stochastic Systems
Does not take place this semester.
Will be offered again in 2022. | | | 1 hrs | | to be announced |
| 401-3917-00L | Stochastic Loss Reserving Methods | W | 4 credits | 2V | |
| 401-3917-00 V | Stochastic Loss Reserving Methods
Online via Zoom. | | | 2 hrs | | 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 | |
| 252-0220-00 V | Introduction to Machine Learning
Findet im ETA F 5 mit Videoübertragung ins ETF E 1 statt | | | 4 hrs | | A. Krause,
F. Yang |
| 252-0220-00 U | Introduction to Machine Learning
Q&A session Wed 16-17 | | | 2 hrs | | A. Krause,
F. Yang |
| 252-0220-00 A | Introduction to Machine Learning
No presence required. | | | 1 hrs | | A. Krause,
F. Yang |
| 401-3932-19L | Machine Learning in Finance | W | 6 credits | 3V + 1U | |
| 401-3932-19 V | Machine Learning in Finance | | | 3 hrs | | J. Teichmann |
| 401-3932-19 U | Machine Learning in Finance | | | 1 hrs | | J. Teichmann |
| 363-1114-00L | Introduction to Risk Modelling and Management | W | 3 credits | 2V | |
| 363-1114-00 V | Introduction to Risk Modelling and Management | | | 2 hrs | | H. Schernberg,
B. J. Bergmann,
D. N. Bresch |
| 363-1153-00L | New Technologies in Banking and Finance | W | 3 credits | 2V | |
| 363-1153-00 V | New Technologies in Banking and Finance | | | 2 hrs | | B. J. Bergmann,
P. Cheridito,
H. Gersbach,
P. Mangold,
J. Teichmann,
R. Wattenhofer |
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Master's Thesis
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