Prerequisites

Required Prerequisite Knowledge in Finance and Mathematics

The candidates for the joint degree program MSc UZH ETH in Quantitative Finance must prove a good basic knowledge of financial and mathematical notions. This basic knowledge includes: 
  • Basic calculus and linear algebra: It is assumed by default that each candidate has a good knowledge of a two semester course on basic calculus and linear algebra (for example on the level of the Mathematics I and II and Linear Algebra lectures at the Faculty of Business, Economics and Informatics of the University of Zurich).
  • Corporate finance, investments, probability and statistics: Additionally each applicant has to prove good knowledge in corporate finance, in investments, in probability and in statistics according to the following table:


Topic Recommended Literature Relevant Chapters
Corporate Finance Brealey / Myers:
"Principles of Corporate Finance"
McGraw-Hill Companies
Entire book
Investments Sharpe / Alexander / Bailey:
"Investments"
Prentice Hall
1-11, 14, 15, 20, 23, 24
Probability Theory Jacod / Protter:
"Probability Essentials"
Springer
Entire book
Fundamentals of Statistics Rice:
"Mathematical Statistics and Data Analysis"
Duxbury Press
1-6, 7.1-7.3, 8-10, 11.1-11.3, 13.1-13.4, 14.1-14.3

Required Knowledge of the English Language

  • The admission to the program is linked to good knowledge of the English language. The degrees accepted as proof of the latter are language certificates of at least level C1 according to the Common European Framework of Reference for Languages.
  • You can check how to prove the required minimum C1 level at UZH Recognized English Certificates.

Important

  • The Steering Committee might require applicants to pass entrance examinations/interviews prior to final admission.
  • The entrance exam/interview in finance will cover investments and corporate finance.
  • The entrance exam/interview in mathematics will cover the fundamentals of probability theory and statistics.
  • The entrance exams concentrate on the above mentioned relevant chapters.

It has to be pointed out, that:
  • There is no entitlement for admission.
  • The Steering Committee takes the decision of admission/rejection based on the overall impression of excellence of each candidate.
  • Admission is very competitive.
  • Candidates enrolled in a different Master program at UZH cannot transfer to the MSc UZH ETH in Quantitative Finance without restrictions and have to apply under the same admission guidelines and deadlines.


[RiskLab] [ETH Finance Group] [Department of Banking and Finance] [NCCR-FINRISK] [CCFZ]