VVZ API is not affiliated with ETH Zurich. Data might be outdated or incorrect. Please view the official ETHZ Vorlesungsverzeichnis for binding information.

401-8929-76L 3 Credits MSC D-MATH

Advanced Topics in Mathematical Finance (University of Zurich)

No enrolment in this course at ETH Zurich. Book the corresponding module directly at UZH as an incoming student. UZH Module Code: 22MO0277 Mind the enrolment deadlines at UZH:
VVZ CR n/a

Last Updated: 2026-06-03 00:07:55

Abstract

This course provides an introduction to reinforcement learning for finance applications. More details will be added later.

Objective

Basic concepts and ideas for reinforcement learning with the aim to apply this to problems from finance; main emphasis will be on theoretical groundwork.

Resources

Literature

Relevant literature will be provided later; most likely there will be no lecture notes.

General Information

Language
English
Levels
MSC

Examination

Type
graded semester performance
Registration modalities, date and venue of this performance assessment are specified solely by the UZH.Final examination planned to take place on 7 January 2027.

Course Components

Type Title Time & Place Hours
lecture Advanced Topics in Mathematical Finance (University of Zurich)
**Course at University of Zurich**
No time listed 2 h weekly

Offered In

    • Electives (For the Master's degree in Applied Mathematics the following additional condition (not manifest in myStudies) must be obeyed: At least 14 of the required 26 credits from core courses and electives must be acquired in areas of applied mathematics and further application-oriented fields.)
  • Quantitative Finance Master (see Students in the Joint Degree Master's Programme "Quantitative Finance" must book University of Zurich modules directly at the University of Zurich. Those modules are not listed here.)