Program in Quantitative Finance
Course Program 1996/98
Program characteristics are small classes and excellent ressources
(EDP, Library, Access to Data and Information Sources). Lectures are given
by visiting professors who are leading specialists from all parts of the
world, and by IHS staff members. 7 students enrolled for the QUANTFIN Program
1996/98 and all of them finished the program successfully.
First Year (1996/97)
| Probability Theory and Statistics |
24 U |
Oct 96-Nov 96 |
R. Alt (IHS) |
| Econometrics I |
24 U |
Dec 96-Jan 97 |
G. Rünstler (IHS) |
| Time Series Analysis |
10 U |
Jun 97 |
A. Samarov (MIT) |
| Macroeconomics |
24 U |
Jan 97-Mar 97 |
R. Waldmann (EUI, Florence) |
| Microeconomics |
24 U |
Feb 97-Mar 97 |
R. Amir (WZB, Berlin) |
| Microeconomics of the Capital Market |
8 U |
30.6.-10.7.1997 |
F. Milne (Queens U, Ontario) |
| Empirical Aspects of Corporate Finance |
8 U |
2.-13.6.1997 |
B. Hollifield (UBC, Vancouver) |
| Security Analysis and Portfolio Theory |
10 U |
Jan 97-Mar 97 |
P. Mitter (IHS) |
| Introduction to Options and Futures |
10 U |
Apr 97-May 97 |
R. Alt (IHS) |
| Introduction to Stochastic Calculus and Continuous Finance |
6 U |
2.-9.9.1997 |
P. Courty (UPF, Barcelona) |
| GAUSS |
8 U |
Apr 97-May 97 |
P. Mitter (IHS) |
| Seminar in Finance |
20 U |
Jan 97-Jul 97 |
Helmenstein, Lee (IHS) |
Second Year (1997/98)
| Econometrics II |
14 U |
April 98 |
R. Kunst (IHS) |
| Financial Econometrics |
10 U |
Jan 98 |
T. Bollerslev (Virginia) |
| Term Structure Models |
10 U |
Oct 97 |
D.Y. Dupont (FRS) |
| Continuous-Time Finance: Selected Topics |
10 U |
June 98 |
K. Back (Washington) |
| Advanced Portfolio Optimization |
10 U |
June 98 |
M. J. Best (Univ. of Waterloo) |
| Seminar in Dynamic Asset Pricing Theory |
22 U |
Sept. 97-Oct97 |
R. Alt (IHS), M. Jeckle, W. Schwaiger (Innsbruck) |
| Exotic Options and Computational Finance |
14 U |
June 98 |
G. Lee (IHS) |
| Introduction to Value at Risk |
4 U |
Sept. 98 |
R. Alt (IHS) |
| Seminar in Finance |
20 E. |
Oct 97-Jul 98 |
G. Lee (IHS) |
U = course unit = 90 minutes
For information on our next Program in Quantitative Finance please
contact Ursula Hauser (student affairs
manager) (Phone +43-1-59991-261).
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