Fall Semester 2009


Precourse Events (2009/2010)


Fall Semester (2009/2010)

Lectures: 14 September 2009 until 21 December 2009
Lectures at ETH start 16 September 2009

Download the schedule
Webinfo on MScQF* at the Faculty of Economics at UZH

Courses
(area)
Class hours
per week
ECTS
credits
Lecturer(s) Time Location
 
I. Core Courses
2h 3 Prof. Dr. Urs Birchler Mon. 08.15-10.00,
Details
UZH,
KOL-G-209
2h+1h 4.5 Prof.  Dr. Thorsten Hens Mon. 10.15-12.00,
Details
UZH,
KO2-F-153
Wed. 08.15-10.00,
Details
UZH,
KO2-F-174
2h 3 Prof. Dr. Michel Habib Tue. 14.00-15.45,
Details
UZH,
KOL-F-101
Mathematical Foundations of Finance (MF)
3h+1h 4 Prof. Dr. Walter Farkas
Prof. Dr. Martin Schweizer
Tue. 08.15-09.00
Fri. 11.15-13.00
ETH, HG
D7.2
Tue. 09.00-10.00 ETH, HG:
D3.2; D7.1; D7.2; E1.2
Financial Engineering (MF)
2h+1h 4.5 Prof. Dr. Paolo Vanini Tue. 16.15-19.00,
Details
ETH, ML
H 44
 
II. Elective Courses
Possible courses are given in the following table, further optional courses are offered in the second semester; other courses may be taken upon a written request to the Steering Committee.
 
Computational Methods for
Quantitative Finance I: Monte Carlo and Sampling Methods (MF)
2h+1h 6 Prof. Dr. Ch. Schwab Wed. 15.15-16.00 ETH, HG
F3
Fri. 14.15-16.00 ETH, HG
F3
Risk Theory for Insurance (MF)
2h 4 Dr. Mario Wüthrich Thu. 13.15-15.00 ETH, HG
D7.1
Non-Life Insurance Mathematics (MF)
2h 4 Prof. Dr. Alois Gisler Tue. 16.15-18.00 ETH, HG
D1.1
2h 3 Dr. Michel Dacorogna Wed. 16.15-18.00,
Details
UZH,
HAH-E-10
Mathematical Finance (MF)
4h+2h 12 Prof. Dr. Martin Schweizer Tue. 10.15-12.00 ETH, HG
D3.2
Fri. 8.15-10.00 ETH, HG
D3.2
Thu. 15.15-17.00 ETH, HG
E3,G5
The Volatility Surface (MF)
2h 6 Prof. Dr. Josef Teichmann Mon. 13.15-15.00 ETH, HG
G26.1
3h 3 Prof. Dr. Marc Chesney Thu. 14.15-17.00,
Details
UZH,
SOD-1-104
Corporate Finance Theory and Applications (EF)
2h 3 Prof. Dr. Alexander Wagner Mo. 08.00-09.45 UZH,
PLD-E-04
2h 3 Prof. Dr. Thorsten Hens
Dr. Mark Schindler
Tue. 12.15-14.00
Details
UZH,
PLD-E-04
Block 3 Prof. Dr. Enrico De Giorgi 17.08-4.09.2009, 
Details
UZH,
Details
2h 1.5 Dr. Richard Meier Mon. 12.15-14.00, Start 2. Nov. 2009
Details
UZH,
HAH-F-1
Block 3 Prof. Dr. Markus Leippold 16.09-23.10.2009, 
Details
UZH,
Details




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