Education in Stochastic Finance

The management of financial risks as well as the appropriate handling of modern financial instruments are an important task within each company. The basis for a sound risk management is a good understanding of the models and techniques used in mathematical finance.

Mathematical finance draws from the disciplines of probability theory, statistics, scientific computing and partial differential equations to provide models and to derive relationships between fundamental variables such as asset prices, market movements and interest rates. These mathematical tools allow us to draw conclusions that are not immediately obvious from intuition or could be difficult to find.

ETH Zurich considers mathematical finance as one of its key subjects in education and research. The main goal of our education programme is to provide students with a sound understanding of the modern techniques and theories from mathematical finance which are used in financial institutions. Among other topics, our courses cover the pricing of derivatives, risk management or portfolio optimization.

We do not offer a degree in mathematical finance or stochastic finance. Students can obtain a degree in Mathematics/Applied Mathematics and within that framework choose a specialization via their choice of courses. We offer a number of courses in mathematical finance. You can find an overview here.