Contact
About me
Research
Teaching
Conferences
The Press
Prof. Dr. Erich Walter Farkas
Center of Competence Finance in Zurich (CCFZ)
Program Director
UZH ETH joint degree
Master of Science in Quantitative Finance
UZH Certificate of Advanced Studies
in Risk Management for Banking and Finance
Co-Regional Director
PRMIA Zurich Chapter
Public Inaugural Lecture
Talks
Team
Supervision
Recent publications:
W. Farkas, P. Koch-Medina, C.-A. Munari:
Risk measures and capital requirements with multiple eligible assets
2012, January 23.
W. Farkas, P. Koch-Medina, C.-A. Munari:
General acceptance sets, risk measures and optimal capital injections
2011, November 21, [
NCCR FinRisk preprint series]
G. Drimus, W. Farkas:
Local volatility of volatility for the VIX market
2011, December 10, [
NCCR FinRisk preprint series]
Current teaching (Spring 2012):
Lecture
Quantitative Finance
(together with Dr. Gabriel Drimus)
Master Course,
Faculty of Economics,
University of Zurich
Forthcoming Events:
"The Swiss Solvency Test"
, PRMIA Zurich Chapter event, Zurich (28. Feb 2012)
"The Mathematics of Financial Risk Management"
, Workshop at Penn State University, USA (10-11. May 2012)
"ETH Risk Day"
, ETH Zurich (14. Sept 2012)
[
RiskLab
] [
ETH Finance Group
] [
Dept Banking Finance
] [
MSc Quant. Finance
] [
NCCR-FINRISK
] [
CCFZ
]
Please send comments and suggestions to
Walter Farkas
, email:
farkas@math.ethz.ch
. Last modified: Tue Jan 31 16:14:57 CET 2012
Prof. Dr. Erich Walter Farkas
