Search result: Courses in Autumn Semester 2018
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. | |||||||||||||||||||||||||||
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![]() ![]() For possible additional course offerings see www.msfinance.ch | |||||||||||||||||||||||||||
![]() ![]() For possible additional course offerings see www.msfinance.ch | |||||||||||||||||||||||||||
Number | Title | Type | ECTS | Hours | Lecturers | ||||||||||||||||||||||
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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** | 3 hrs |
| E. W. Farkas, M. Schweizer | |||||||||||||||||||||||
401-3913-01 U | Mathematical Foundations for Finance **together with University of Zurich** Fri 8-10 or Fri 10-12 | 2 hrs |
| E. W. Farkas, M. Schweizer | |||||||||||||||||||||||
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![]() ![]() 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 | 28s hrs |
| P. Mangold, M. Eichhorn | |||||||||||||||||||||||
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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 |
| M. Schweizer | |||||||||||||||||||||||
401-4889-00 U | Mathematical Finance | 2 hrs |
| M. Schweizer | |||||||||||||||||||||||
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) lecturers: Dr. L. Yaroslavtseva & Prof. A. Jentzen | 3 hrs |
| A. Jentzen, L. Yaroslavtseva | |||||||||||||||||||||||
401-4657-00 U | Numerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods) Wed 14-15 or Wed 15-16 | 1 hrs |
| A. Jentzen, L. Yaroslavtseva | |||||||||||||||||||||||
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 | 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 | |||||||||||||||||||||||
401-4912-11L | Trends in Stochastic Portfolio Theory | W | 4 credits | 2V | |||||||||||||||||||||||
401-4912-11 V | Trends in Stochastic Portfolio Theory | 2 hrs |
| M. Larsson | |||||||||||||||||||||||
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