Das Herbstsemester 2020 findet in einer gemischten Form aus Online- und Präsenzunterricht statt.
Bitte lesen Sie die publizierten Informationen zu den einzelnen Lehrveranstaltungen genau.

Antoine Bommier: Katalogdaten im Frühjahrssemester 2016

NameHerr Prof. Dr. Antoine Bommier
LehrgebietIntegratives Risikomanagement und Ökonomie
Adresse
Integratives Risikomanag. und Ök.
ETH Zürich, ZUE C 11
Zürichbergstrasse 18
8092 Zürich
SWITZERLAND
Telefon+41 44 632 38 10
E-Mailabommier@ethz.ch
DepartementManagement, Technologie und Ökonomie
BeziehungOrdentlicher Professor

NummerTitelECTSUmfangDozierende
363-0515-00LDecisions and Markets3 KP2VA. Bommier
KurzbeschreibungThis course provides an introduction to microeconomics. The course is open to students who have completed an undergraduate course in economics principles and an undergraduate course in multivariate calculus. The course emphasizes the conceptual foundations of microeconomics and contains concrete examples of their application.
LernzielMicroeconomics is an element of nearly every subfield in economic analysis today. Model building in economics relies on a number of fundamental frameworks, many of which are introduced for the first time in intermediate microeconomics.

The purpose of this course is to provide MTEC master students with an introduction to graduate-level microeconomics, particularly for students considering further graduate work in economics, business administration or management science. The course provides the fundamental concepts and tools for graduate courses in economics offered at ETH and UZH.
InhaltThe lectures will cover consumer choice, producer theory, markets and market failure. The course will include concrete examples of the use of choice theory in applied economics.
SkriptThe course is mostly based on the textbook by R. Serrano and A. Feldman: "A short Course in Intermediate Economics with Calculus" (Cambridge University Press, 2013)
Another textbook of interest is "Intermediate Microeconomics: A Modern Approach" by H. Varian (Norton, 2009).
LiteraturExercises are available in the textbook by R. Serrano and A. Feldman on which the lecture is based ("A short Course in Intermediate Economics with Calculus", Cambridge University Press, 2013).
More exercises can be found in the book "Workouts in Intermediate Microeconomics" by T. Bergstrom and H. Varian (Norton, 2010).
363-1000-00LFinancial Economics3 KP2VA. Bommier
KurzbeschreibungThis is a theoretical course on the economics of financial decision making, at the crossroads between Microeconomics and Finance. It discusses portfolio choice theory, risk sharing, market equilibrium and asset pricing.
LernzielThe objective is to make students familiar with the economics of financial decision making and develop their intuition regarding the determination of asset prices, the notions of optimal risk sharing. However this is not a practical formation for traders. Moreover, the lecture doesn't cover topics such as market irrationality or systemic risk.
InhaltThe following topics will be discussed:
Introduction to finance and investment planning; Option valuation; Arbitrage; Choice under uncertainty; Portfolio Choice; Risk sharing and insurance; Market equilibrium under symmetric information.
LiteraturSuggesting readings:

1) "Investments", by Z. Bodie, A. Kane and A. Marcus, for the
introductory part of the course (see chapters 20 and 21 in
particular).
2) "Finance and the Economics of Uncertainty" by G. Demange and G. Laroque, Blackwell, 2006.
3) "The Economics of Risk and Time", by C. Gollier, and

Other readings:
- "Intermediate Financial Theory" by J.-P. Danthine and J.B. Donaldson.
- Ingersoll, J., E., Theory of Financial Decision Making, Rowman and Littlefield Publishers.
- Leroy S and J. Werner, Principles of Financial Economics, Cambridge University Press, 2001
Voraussetzungen / BesonderesBasic mathematical skills needed (calculus, linear algebra, convex analysis). Students must be able to solve simple optimization problems (e.g. Lagrangian methods). Some knowledge in microeconomics would help but is not compulsory. The bases will be covered in class.
364-0531-00LCER-ETH Research Seminar Belegung eingeschränkt - Details anzeigen 0 KP2SL. Bretschger, A. Bommier, H. Gersbach, W. Mimra
KurzbeschreibungForschungsseminar des Center of Economic Research CER-ETH
LernzielVerständnis der aktuell führenden Forschung in der ökonomischen Theorie, insbesondere aus dem Bereich der CER-ETH Forschung.
InhaltReferate zu aktuellen Forschungsergebnissen aus den Bereichen der CER-ETH Forschung von in- und ausländischen Gastreferierenden.
Voraussetzungen / BesonderesBitte spezielle Ankündigungen beachten.
364-1058-00LRisk Center Seminar Series Information Belegung eingeschränkt - Details anzeigen
Maximale Teilnehmerzahl: 50
0 KP2SB. Stojadinovic, K. W. Axhausen, D. Basin, A. Bommier, L.‑E. Cederman, P. Embrechts, H. Gersbach, H. R. Heinimann, D. Helbing, H. J. Herrmann, W. Mimra, G. Sansavini, F. Schweitzer, D. Sornette, B. Sudret, U. A. Weidmann
KurzbeschreibungThis course is a mixture between a seminar primarily for PhD and postdoc students and a colloquium involving invited speakers. It consists of presentations and subsequent discussions in the area of modeling and governing complex socio-economic systems, and managing risks and crises. Students and other guests are welcome.
LernzielParticipants should learn to get an overview of the state of the art in the field, to present it in a well understandable way to an interdisciplinary scientific audience, to develop novel mathematical models and approaches for open problems, to analyze them with computers or other means, and to defend their results in response to critical questions. In essence, participants should improve their scientific skills and learn to work scientifically on an internationally competitive level.
InhaltThis course is a mixture between a seminar primarily for PhD and postdoc students and a colloquium involving invited speakers. It consists of presentations and subsequent discussions in the area of modeling complex socio-economic systems and crises. For details of the program see the webpage of the seminar. Students and other guests are welcome.
SkriptThere is no script, but the sessions will be recorded and be made available. Transparencies of the presentations may be put on the course webpage.
LiteraturLiterature will be provided by the speakers in their respective presentations.
Voraussetzungen / BesonderesParticipants should have relatively good scientific, in particular mathematical skills and some experience of how scientific work is performed.