MA Applied Quantitative Finance

Please note: This seminar will only be held in English

The seminar covers current research in applied quantitative finance. The topics span new contributions in option pricing/hedging and variance/jump risk premia modelling, with special focus on applications of machine learning techniques in quantitative finance.

Learning objectives

This seminar serves as continuation of MSc Quant. Finance UZH/ETH course Financial Engineering. The main goal is to gain insights into and to critically assess current research in quantitative finance. In particular, the seminar puts an emphasis on applied topics in financial engineering and work with financial data.

Target group

Advanced master students who have completed MSc Quant. Finance UZH/ETH course Financial Engineering.

Performance review

Paper/essay and presentation on a selected topic to be carried out in groups of three students, plus discussion of a project carried out by another group.
Attendance on all three days is required.

Dates & Registration

Access all relevant information here

In brief

• 3 ECTS credits
• for Master students
• in English
• takes place in the fall semester
• limited number of participants

Please note the information in the VVZ - in case of doubt, these apply.