The centre for economic policy research was established in 1983 as a. The minor study program in financial economics takes a more indepth look at the world of financial markets. Uzh faculty of business, economics and informatics economics. Data collected in experiments are used to estimate effect size, test the validity of economic theories, and illuminate market mechanisms. He received a phd in finance from university of muenster on the linkages of financial markets and the production side of the economy. Steffen schuldenzucker, sven seuken, and stefano battiston. Economics of bias and precision in financial statements. Mar 18, 2020 dr rebucci concluded highlighting areas of future research, with particular reference to his work in progress on the ongoing german housing boom. Financial economics, and the calculations of time and uncertainty derived from it, are playing an increasingly important role in nonfinance areas, such as monetary and environmental economics. His research focuses on macroeconomics, climate change economics, environmental policy, distribution and inequality, and political economy. This forum is a joint event with the department of economics uzh and eth. A clear focus will be on the mathematical foundations of finance.
An accessible, comprehensive analysis of the main principles and rules of banking regulation in the postcrisis regulatory reform era, this textbook looks at banking regulation from an interdisciplinary perspective across law. In proceedings of the 17th acm conference on economics and computation ec, maastricht, the netherlands, july 2016. Introduction an introduction to financial economics researchmethods agoodtheoryisbasedonobservableassumptions,testableimplications, andabroadgeneralizationofreality. Financial economics a concise introduction to classical and. Aug 19, 2019 extrafinancial performance in socially responsible investment pdf, 1919 kb taiana luca cmf thesis series no. For members of the department, the econ it team put together an info page regarding working offsite and the use of it services. Students should get familiar with the cornerstones of modern financial economics. The swiss leading house on the economics of education, firm behaviour and training policies, located at the university of zurich, offers a training programme for beginning doctoral students in economics of education. Marc oliver rieger swiss banking institute university of zurich fall term 2007 advanced financial economics 1. Genetics financial market research behavioral economics linguistics medicine structural biology digital sciences raising the bar in global innovation cuttingedge.
The programme is similar to the first part of a phdprogramme of a top university in the us. His research interests are in financial economics, dynamic general equilibrium modelling, and computational economics and finance. Uzh business working paper series issn 22960422 working paper no. University of neuchatel institute of financial analysis writing to be published in accounting, finance, and economics journals. We would like to thank participants at goethe university house of financesafeinstitute for banking and financial history the real effects of financial crises. Good knowledge of english is required for the masters program in economics as the majority of courses are taught in english. Current research findings, including those from specialist areas such as neuroeconomics and experimental economics, are incorporated into teaching. From an economic perspective, on financial markets agents. Uzh swiss doctoral program network in accounting research. Microeconomic analysis for financial markets aims u0026amp. Objectives analysis of financial markets and the pricing of financial derivatives. Sandro ambuhl obtained his phd in economics from stanford university in 2016. Advanced financial economics pdf, 69 kb continuous time quantitative finance pdf, 67 kb asset management.
The goal of this fundamental research is to better understand the mechanisms at work in financial economics. Uzh master of science uzh eth in quantitative finance. Moreover, you have the opportunity to set a focus on subjects such as behavioral or development economics during the course of your studies. The effects of consumer lending and consumer loans on microfinance institutions pdf, 946 kb bachmann fabia cmf thesis series no. Accounts are limited to phd students, senior research associates as well as professors affiliated with the department of banking and finance. The data can be loaded with a plugin for microsoft excel. Empirical research on financial reporting by banks and for financial instruments syllabus pdf, 59 kb. The education at the department of economics creates a solid basis for investigating relevant economic policy issues.
The acquired solid background in financial economics, financial mathematics, economics, econometrics and corporate finance provides a perfect working basis to successfully finish the doctoral program within two more years. Stefan wolter universitat bern funded by the swiss state secretariat for education, research and innovation seri. The specialized master program in quantitative finance is aimed at highly qualified students with a good knowledge of financial and mathematical notions who are interested in the combination of financial economics with mathematical methods for finance and insurance. Explaining structural change towards and within the financial sector with sabrina studer and yingnan zhao pdf, 535 kb, working paper no. The research projects focus on the banking, asset pricing and asset allocation, behavioral and experimental finance, corporate finance, financial markets, and international finance expertise areas. From an economic perspective, on financial markets agents trade time, risk perceptions and beliefs. Jan 27, 2020 uzh sustainable finance conference 2020. Uzh faculty of business, economics and informatics. You can find an overview of our various research areas here. The faculty of economics, business administration and information technol ogy of the university of zurich herewith permits the publication of the aforemen tioned dissertation without expressing any opinion on its views. Writing to be published in accounting, finance, and. Uzh zccfe zurich center for computational financial. An accessible, comprehensive analysis of the main principles and rules of banking regulation in the postcrisis regulatory reform era, this textbook looks at banking regulation from an interdisciplinary perspective across law, economics, finance, managment and policy studies. Uzh center for sustainable finance and private wealth.
Jeffrey hales georgia institute of technology scheller college of business. Country risk management of microfinance investment vehicles pdf, 4332 kb. Karl schmedders has been a professor of quantitative business administration in the faculty of economics, business administration and information technology at the university in zurich since 2008. Pdf, 266 kb, discussion paper series no 0517 of verein fur socialpolitik, makrookonimischer ausschuss, 2017. Microeconomics financial markets solutions free pdf file. Department of business administration uzh business working paper series issn 22960422 working paper no. Corporate finance pdf, 15 kb mathematical foundations for finance pdf, 70 kb economic foundations for finance pdf, 71 kb financial engineering pdf, 35 kb spring. Past, present, future conference, seminar participants at crei and zurich university, fernando broner, andrea. Hens thorsten, financial economics a concise introduction to classical and behavioural finance, joint with marc oliver rieger, 2nd edition, springer verlag, heidelberg, germany, 2016. Financial economics a concise introduction to classical. Thank you to everyone who attended the uzh sustainable finance conference 2020. University of zurich uzh eidgenossische technische hochschule zurich swiss federal institute of technology zurich. Master of science uzh eth in quantitative finance rvo08. Special session the economics of financial fair play ffp in european soccer at the annual conference.
Students undertaking the master of science uzh eth in quantitative finance may submit petitions to transfer credits from courses that are not part of the degree program. It provides detailed coverage of the most recent international, european. Experimental economics is the application of experimental methods to study economic questions. Experiments are used to help understand how and why markets and. Armon rezai is professor at the department of socioeconomics at vienna university of economics and business wu wien and head of the institute for ecological economics at wu wien. Clearing payments in financial networks with credit default swaps extended abstract. Feb 04, 2019 malte is a senior consultant in quantitative risk advisory at deloitte. Uzh swiss leading house economics of education course. Sep 03, 2018 financial economics the minor study program in financial economics takes a more indepth look at the world of financial markets. The seri has created this centre of excellence as a new instrument to ensure the. One focus of sandros research studies how to help people make good financial decisions. Birmingham international summer school 2020 biss 20 july 7 august 2020.
Uzh urpp financial market regulation public events 2020. Feb 26, 2020 the specialized master program in quantitative finance is aimed at highly qualified students with a good knowledge of financial and mathematical notions who are interested in the combination of financial economics with mathematical methods for finance and insurance. The new palgrave dictionary of economics, online edition. Overall, uzh occupies a leading position among european research institutions and, in several disciplines, it numbers among the worlds best. The computational complexity of financial networks with credit default swaps. At first sight, on financial markets agents trade interest bearing or dividends paying assets as well as the derivatives thereof. He joins the ubs center from his previous position as assistant professor of economics at the department of management of the university of toronto scarborough. The presentation slides will be available on webpages of the corresponding sessions by the 2nd of february, 2020. Career prospects and further degree programs with a masters degree in economics, you will be in demand in national and international companies as well as in economicpolicy institutions. In addition to studying the theoretical and mathematical concepts underpinning how financial markets work, students are given an insight into behavioral finance and switzerland as a financial center. Deep dive into blockchain linking economics, technology and law.
In addition, he is a visiting professor of executive education at the kellogg school of management, northwestern university in evanston, u. Economic experiments usually use cash to motivate subjects, in order to mimic realworld incentives. Portfolio theory, capm, financial derivatives, incomplete markets, behavioural finance, evolutionary finance. Computation, economics and finance workshop in honor of ken judd on the occasion of his 60th birthday fri, 22.
Malte is a senior consultant in quantitative risk advisory at deloitte. Master of arts uzh business and economics rvo16 major 90. He is associate editor of the journal of financial econometrics and of the journal of banking and finance. Since the world financial crisis of 200708 it has become clear that financial crises and the major economic downturns they. The zurich graduate school in mathematics zgsm is the joint phd program of the department of mathematics at eth dmath and the institute of mathematics at uzh imath. In addition to studying the theoretical and mathematical concepts underpinning how financial markets work, students are given an insight into behavioral finance and switzerland as a. This course studies how heterogeneous agents trade in well functioning financial markets. Any opinions expressed here are those of the authors and not those of the centre for economic policy research. Advanced investments pdf, 71 kb quantitative risk management.
Ff 41 rebucci invitation pdf, 247 kb 40th forum financial market regulation of 28 february 2018. Sep 21, 2018 he applies numerical solution techniques to complex economic and financial models shedding light on relevant practical problems. Uzh department of economics studying economics at uzh. Extrafinancial performance in socially responsible investment pdf, 1919 kb taiana luca cmf thesis series no. Course description nothing counts more in the academic world than being published.
On top of that, uzh students who have been accepted to the program can apply for uzh short program scholarships. Aug 27, 2019 good knowledge of english is required for the masters program in economics as the majority of courses are taught in english. Full professor for financial economics, department of banking and finance, university of zurich, switzerland. Uzh international relations finance for the future. Dr rebucci concluded highlighting areas of future research, with particular reference to his work in progress on the ongoing german housing boom. University of zurich department of economics people professors michael wolf publications. Uzh computation and economics research group publications. Evidence from chile pdf, 478 kb aea papers and proceedings, 2019, with sebastian bustos, jose vilabelda and gabriel zucman. Feb 18, 2019 the swiss leading house on the economics of education, firm behaviour and training policies, located at the university of zurich, offers a training programme for beginning doctoral students in economics of education. Prior knowledge in finance is not required, but a basic understanding of economics and an interest in statistics are desirable. Students should get familiar with the cornerstones of modern financial. Challenges of monitoring tax compliance by multinational firms.
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