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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:
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
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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.)
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Selection: Financial and Insurance Mathematics (In the Master's programme in Mathematics (direction Mathematics resp. Applied Mathematics 401-3913-01L Mathematical Foundations for Finance is eligible as an elective course resp. applied elective course, but only if 401-3888-00L Introduction to Mathematical Finance isn't recognised for credits (neither in the Bachelor's nor in the Master's programme). For the category assignment take contact with the Study Administration Office ( ) after having received the credits.)
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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.)
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MF (Mathematical Methods in Finance) (For possible additional course offerings see )
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