The spring semester 2021 will certainly take place online until Easter. Exceptions: Courses that can only be carried out with on-site presence. Please note the information provided by the lecturers.

Search result: Courses in Autumn Semester 2018

Quantitative Finance Master Information
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
NumberTitleTypeECTSHoursLecturers
401-3913-01LMathematical Foundations for Finance Information W4 credits3V + 2U
401-3913-01 VMathematical Foundations for Finance
**together with University of Zurich**
3 hrs
Mon13-14HG D 1.1 »
Tue12-14HG D 1.1 »
E. W. Farkas, M. Schweizer
401-3913-01 UMathematical Foundations for Finance
**together with University of Zurich**
Fri 8-10 or Fri 10-12
2 hrs
Fri08-10HG D 7.1 »
08-10LFW E 13 »
10-12LFW E 13 »
E. W. Farkas, M. Schweizer
Elective Courses
Economic Theory for Finance
For possible additional course offerings see www.msfinance.ch
NumberTitleTypeECTSHoursLecturers
401-4633-00LData Analytics in Organisations and BusinessW5 credits2V + 1U
401-4633-00 VData Analytics in Organisations and Business2 hrs
Fri14-16HG G 5 »
I. Flückiger
401-4633-00 UData Analytics in Organisations and Business1 hrs
Fri/2w16-18HG G 5 »
I. Flückiger
363-1081-00LAsset Liability Management and Treasury Risks Restricted registration - show details
Number of participants limited to 40.
W3 credits2V
363-1081-00 VAsset Liability Management and Treasury Risks
Block course
28s hrs
21.09.09-17ML H 43 »
12.10.09-17HG E 33.1 »
16.11.09-17HG E 33.1 »
07.12.09-17HG E 33.1 »
10-13HG D 5.1 »
10-13HG D 5.3 »
10-13HG E 33.5 »
P. Mangold, M. Eichhorn
Mathematical Methods for Finance
For possible additional course offerings see www.msfinance.ch
NumberTitleTypeECTSHoursLecturers
401-3925-00LNon-Life Insurance: Mathematics and Statistics Information W8 credits4V + 1U
401-3925-00 VNon-Life Insurance: Mathematics and Statistics4 hrs
Mon16-18HG D 7.1 »
Tue13-15HG D 7.1 »
M. V. Wüthrich
401-3925-00 UNon-Life Insurance: Mathematics and Statistics1 hrs
Tue15-16HG D 7.1 »
M. V. Wüthrich
401-4889-00LMathematical Finance Information W11 credits4V + 2U
401-4889-00 VMathematical Finance4 hrs
Tue08-10HG D 1.1 »
Thu08-10HG D 1.1 »
M. Schweizer
401-4889-00 UMathematical Finance2 hrs
Fri10-12HG D 1.1 »
M. Schweizer
401-4657-00LNumerical Analysis of Stochastic Ordinary Differential Equations Information
Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods"
W6 credits3V + 1U
401-4657-00 VNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)
lecturers: Dr. L. Yaroslavtseva & Prof. A. Jentzen
3 hrs
Mon15-17HG E 1.2 »
Wed13-14HG E 1.1 »
A. Jentzen, L. Yaroslavtseva
401-4657-00 UNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)
Wed 14-15 or Wed 15-16
1 hrs
Wed14-15HG E 1.1 »
15-16HG D 7.1 »
A. Jentzen, L. Yaroslavtseva
401-3929-00LFinancial Risk Management in Social and Pension Insurance Information W4 credits2V
401-3929-00 VFinancial Risk Management in Social and Pension Insurance2 hrs
Wed16-18HG D 7.2 »
P. Blum
401-3922-00LLife Insurance MathematicsW4 credits2V
401-3922-00 VLife Insurance Mathematics2 hrs
Fri16-18HG E 1.1 »
M. Koller
401-3928-00LReinsurance AnalyticsW4 credits2V
401-3928-00 VReinsurance Analytics2 hrs
Tue16-18HG E 1.1 »
P. Antal, P. Arbenz
401-4912-11LTrends in Stochastic Portfolio TheoryW4 credits2V
401-4912-11 VTrends in Stochastic Portfolio Theory2 hrs
Tue10-12LFW C 1 »
M. Larsson
Master's Thesis
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