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401-8915-00L 6 Credits MSC D-ITET , D-MATH , D-INFK

Advanced Financial Economics (University of Zurich)

No enrolment to this course at ETH Zurich. Book the corresponding module directly at UZH as an incoming student. UZH Module Code: 22MO0016 Mind the enrolment deadlines at UZH:
VVZ CR n/a

Last Updated: 2026-06-03 00:14:13

Abstract

Portfolio Theory, CAPM, Financial Derivatives, Incomplete Markets, Corporate Finance, Behavioural Finance, Evolutionary Finance

Objective

Students should get familiar with the cornerstones of modern financial economics

Content

The course combines empirical analysis, theoretical foundations, and practical applications in modern asset pricing. In the empirical part, we explore stylized facts and puzzles of asset pricing. The theory section covers portfolio theory, CAPM, No Arbitrage, Arrow-Debreu pricing, complete markets, and incomplete markets within a coherent framework. The practical part introduces modern AI and machine learning methods for asset pricing.

Resources

Lecture Notes

Slides and lecture notes

General Information

Language
English
Levels
MSC
Frequency
Yearly recurring

Examination

Type
graded semester performance
Registration modalities, date and venue of this performance assessment are specified solely by the UZH.

Course Components

Type Title Time & Place Hours
lecture with exercise Advanced Financial Economics (University of Zurich)
**Course at University of Zurich**
No time listed 4 h weekly

Offered In