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PhD Courses 2003/04
Introduction to Financial Mathematics
Prof. Kais Hamza
Discrete and Continuous Time Models
Prof. Marc Chesney,
Prof. T. Rheinländer
Mathematical Finance
Prof. Marc Chesney
Financial Economics
Dr. Anke Gerber
Econometrics I
Prof. Marc Paolella
Econometrics II
Prof. Marc Paolella
Microeconomics
Prof. Walter Trockel
Numerical Methods
Prof. Denis Talay
Topics in Econometrics
Prof. Christian Gourieroux
International Finance
Prof. Vihang Errunza
Identification in Macroeconomics
Prof. Roberto Rigobon
Consumption-portfolio Choice and Asset Pricing
Prof. Jerôme Detemple
New Classes of Processes for Asset and Commodity Price Modelling
Prof. Helyette Geman
Stochastic Volatility Modelling
Prof. P. Vanini, Dr. Th. Domenig
Incomplete Markets
Prof. Thorsten Rheinländer
Dynamics on Financial Markets
Dr. Stefan Reimann
Experimental Financial Markets
Prof. Peter L. Bossaerts
The Equity Premium Puzzle: Why is it a puzzle?
Prof. Rajnish Mehra
Real Options
Prof. Marc Chesney
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