Courses and Seminars at ETH Zürich in:

Mathematical Finance
Insurance Mathematics
Probability Theory
Statistics
Master of Advanced Studies in Finance (jointly with the University of Z ürich, Swiss Banking Institute)

[summer 1998] [winter 1998/99] [summer 1999] [winter 1999/2000] [summer 2000] [winter 2000/01] [summer 2001] [winter 2001/02] [summer 2002] [winter 2003/04][summer 2004]

Summer 2002

Courses

Introduction to Mathematical Finance: Selected Topics (#90-712)
Extreme Value Theory (#90-616)
Life Insurance II (#90-702)
Non-Life Insurance (#90-718)
Probability and Statistics (#90-602)
Probability Theory II (#90-604)
Regression (#90-670)
Selected Topics in Statistics (#90-653)
Optimal Stopping and Free Boundary Problems (Nachdiplomvorlesung)

At the University of Zürich

Seminars

Research Seminar on Finance and Insurance Mathematics (#90-749)
Students Seminar on Finance and Insurance Mathematics (#90-700)
Research Seminar on Stochastic Processes (#90-610)
Students Seminar on Probability Theory (#90-600)
Research Seminar on Statistics (#90-690)
Students Seminar on Statistics (#90-650)
Seminar on Applied Statistics (#90-680)
Swiss Probability Seminar

Winter 2001/02

Courses

Introduction to Mathematical Finance: Interest Rate Models (#90-721)
Risk Theory (#90-725)
Statistical Methods for Financial Risk Management (#90-717)
Life Insurance I (#90-701)
Graphic and Computation Intensive Methods in Data Analysis
Probability Theory (#90-601)
Randomized Algorithms (#37-417)
Statistical Methods (#90-683)
Mathematical Statistics (#90-651)
Stochastic Simulation (#90-685)
Philosophical Foundations of Statistics (#90-655)

At the University of Zürich

Mathematical Finance I

Seminars

Research Seminar on Finance and Insurance Mathematics (#90-749)
Students Seminar on Finance and Insurance Mathematics (#90-749)
Research Seminar on Stochastic Processes (#90-610)
Students Seminar on Probability Theory (#90-600)
Research Seminar on Statistics (#90-690)
Seminar on Applied Statistics (#90-681)
Swiss Probability Seminar

Summer 2001

Courses

Probability and Statistics (#90-602)
Applied Stochastic Processes (#90-642)
Credibility (#90-622)
Economics of Financial Markets (#90-728)
Financial Engineering (#32-622)
Introduction to mathematical finance: Continuous Time Models (#90-716)
Mathematical Methods in Reinsurance (#90-714)
Portfolio Selection (#90-720)
Probability Theory II (#90-604)
Selected Topics in Time Series (#90-686)
Spatial Statistics and Image Analysis (#90-674)
Variance Analysis (#90-672)

Seminars

Research Seminar on Finance and Insurance Mathematics
Students Seminar on Finance and Insurance Mathematics (#90-700)
Research Seminar on Statistics (#90-690)
Research Seminar on Stochastic Processes (#90-610)
Seminar on Applied Statistics (#90-680)
Students Seminar on Probability Theory (#90-600)
Swiss Probability Seminar

Workshops/Symposia

Data Analysis, Robustness, and Foundations of Statistics - A Symposium on the Occasion of Frank Hampel's 60th Birthday (FIM, March 29/30, 2001)
Combinatorial Aspects of Random Matrix Models (FIM, May 14 - 18, 2001)
Risk Day 2001 (RiskLab, Friday, Oct. 19, 2001)

Winter 2000/01

Courses

Introduction to Mathematical Finance: Discrete-Time Models (#90-715)
Probability Theory (#90-601)
Risk Management (#90-745)
Selected Topics in Life Insurance Mathematics (#90-705)
Time Series Analysis (#90-679)
Multivariate Statistics (#90-671)
Statistical Methods (#90-683)
Randomized Algorithms (#37-417)
Taming Functional Integrals (Postgraduate course by David Brydges)

Seminars

Research Seminar on Finance and Insurance Mathematics (#90-749)
Students Seminar on Finance and Insurance Mathematics (#90-749)
Research Seminar on Stochastic Processes (#90-610)
Students Seminar on Probability Theory (#90-600)
Research Seminar on Statistics (#90-690)
Seminar on Applied Statistics (#90-681)
Swiss Probability Seminar

Summer 2000

Courses

Introduction to Mathematical Finance: Special Topics (#90-712)
Probability and Statistics (#90-602)
Extreme Value Theory (#90-616)
Regression (#90-670)
Selected Topics of Mathematical Statistics (#90-652)
Life Insurance II (#90-702)
Non-Life Insurance (#90-718)
Game Theory (#90-726)
Philosophical Foundations of Statistics (#90-654)
Profitableness and Liquidity - Theory (#32-712)
Profitableness and Liquidity - Application (#32-714)
Marketing II (#32-716)

Seminars

Research Seminar on Finance and Insurance Mathematics (#90-700)
Students Seminar on Monte Carlo Simulation (#90-700)
Research Seminar on Stochastic Processes
Students Seminar on Probability Theory (#90-600)
Students Seminar on Robust Statistics (#90-650)
Research Seminar on Statistics (#90-690)
Seminar on Applied Statistics (#90-680)
Swiss Probability Seminar

Winter 1999/2000

Courses

Introduction to Mathematical Finance: Interest Rate Models
Life Insurance I
Risk Theory
Financial Engineering
Mathematical Statistics
Stochastic Simulation
Selected Topics in Statistics
Statistical Methods
Graphical and Computation Intensive Methods in Data Analysis
Accountancy

Seminars

Summer 1999

Courses

Introduction to Mathematical Finance: Continuous-Time Models
Probability and Statistics
Risk Management
Applied Stochastic Processes
Mathematical Methods in Reinsurance
Economics of Financial Markets
Selected Topics in Probability Theory
Spatial Statistics and Image Analysis
Statistics of Counting Data
Profitableness and Liquidity - Theory
Profitableness and Liquidity - Application
Minicourses

Seminars

Winter 1998/99

Courses

Introduction to Mathematical Finance: Discrete-Time Models
Probability Theory
Multivariate Statistics
Time Series Analysis
Variance Analysis
Statistical Methods
Credibility
Selected Topics in Life Insurance Mathematics
Philosophical Foundations of Statistics
Selected Topics in Probability Theory
Minicourses

Seminars

Research Seminar on Finance and Insurance Mathematics
Research Seminar on Stochastic Processes
Students Seminar on Probability Theory
Seminar on Statistics
Seminar on Applied Statistics
Swiss Probability Seminar

Summer 1998

Courses

Modelling Fixed Income Securities and Interest Rate Options
Stochastic Differential Equations with Applications in Finance
Probability and Statistics
Risk Management
Life Insurance II
Non-Life Insurance
Game Theory
Selected Topics in Mathematical Statistics
Regression
Selected Topics in Probability Theory
Minicourses

Seminars

Research Seminar on Finance and Insurance Mathematics
Students' Seminar on Finance and Insurance Mathematics
Research Seminar on Stochastic Processes
Seminar on Statistics
Seminar on Applied Statistics
Swiss Probability Seminar

[current courses and seminars][Finance and Insurance][MAS Finance][RiskLab][Department of Mathematics][ETH Zürich]

Created and supported by Uwe Schmock until September 2, 2003. Please send comments and suggestions to Jörg Osterrieder, email: finance_update@math.ethz.ch. Last update: April 15, 2004