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401-8906-00L 6 Credits MSC , NDS D-MATH

Financial Engineering

Lecturers & Examiners: Dr. Paolo Vanini
VVZ CR n/a

Last Updated: 2026-02-05 15:29:12

Abstract

The course addresses four broad topics in financial engineering that are currently of high interest to the finance industry. Students learn the different hedging strategies, product structures in equity, credit, volatility, and interest rate markets and they learn how to price these products, including the application of some numerical methods.

General Information

Language
English
Levels
MSC , NDS
Frequency
Yearly recurring

Examination

Type
end-of-semester examination
No repetition possible.

Course Components

Type Title Time & Place Hours
lecture Financial Engineering
**Kurs an der Uni Zürich** Ort: KOL G 204 (montags) und SOC 1 106 (mittwochs)
  • Mon 16:15-18:00
  • Mon None-None
  • Mon 16:15-18:00
  • Mon None-None
4 h weekly

Offered In