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401-3631-00L 3 Credits BSC , DR , MSC D-MTEC , D-MATH

Applied Risk Management

Lecturers: Prof. Dr. Patrick Cheridito

Examiners: Prof. Dr. Patrick Cheridito, Dr. Bastian Jörg Bergmann, Dr. Tobias Fissler

VVZ CR n/a

Last Updated: 2026-06-03 00:07:40

General Information

Language: English
Levels: BSC , DR , MSC
Frequency: Yearly recurring

Examination

Type: graded semester performance

The grade for the semester performance is based on case work as well as the final examination.

Course Components

Type	Title	Time & Place	Hours
lecture	Applied Risk Management	No time listed	2 h weekly

Offered In

"PBLabs" Pilot
- Actuary SAA Education at ETH Zurich (Further pieces of information are available at Prof. M. Wüthrich's secretariat, HG F 42.)
Management, Technology and Economics Master (Welcome and Introduction to MSc ETH MTEC 14 September 2026, 14.00 - 16.15, Room HG E 1.1)
- Elective Courses
  - Finance and Investment
Mathematics Master
- 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.)
  - Electives: Applied Mathematics and Further Application-Oriented Fields (¬)
    - 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.)
Statistics Master (The following courses belong to the curriculum of the Master's Programme in Statistics. The corresponding credits do not count as external credits even for course units where an enrolment at ETH Zurich is not possible.)
- Subject Specific Electives
Doctorate Mathematics (More Information at: )
- Subject Specialisation (The list of courses eligible for doctoral students is published each semester in the newsletter of the ZGSM.)
  - Graduate School (Official website of the Zurich Graduate School in Mathematics: )