Search result: Catalogue data in Spring Semester 2021

Quantitative Finance Master Information
see Link

Students in the Joint Degree Master's Programme "Quantitative Finance" must book UZH modules directly at the UZH. Those modules are not listed here.
Elective Courses
Economic Theory for Finance
NumberTitleTypeECTSHoursLecturers
401-3956-00LEconomic Theory of Financial Markets Restricted registration - show details W4 credits2VM. V. Wüthrich
AbstractThis lecture provides an introduction to the economic theory of financial markets. It presents the basic financial and economic concepts to insurance mathematicians and actuaries.
ObjectiveThis lecture aims at providing the fundamental financial and economic concepts to insurance mathematicians and actuaries. It focuses on portfolio theory, cash flow valuation and deflator techniques.
ContentWe treat the following topics:
- Fundamental concepts in economics
- Portfolio theory
- Mean variance analysis, capital asset pricing model
- Arbitrage pricing theory
- Cash flow theory
- Valuation principles
- Stochastic discounting, deflator techniques
- Interest rate modeling
- Utility theory
Prerequisites / NoticeThe exams ONLY take place during the official ETH examination period.

This course will be held in English and counts towards the diploma of "Aktuar SAV". For the latter, see details under Link.

Knowledge in probability theory, stochastic processes and statistics is assumed.
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