Courses 2006/07

1st year courses:

Introduction to Quantitative Methods - Helmut Strasser (Wirtschaftsuniversität Wien)
Financial Markets and Instruments - Stefan Pichler (VGSF)
Mathematics and Optimization (a) - Gernot Tragler (Vienna University of Technology)
Mathematics and Optimization (b): Numerical Mathematics - Ines Fortin (Institute for Advanced Studies Vienna)
Probability and Statistics - Helmut Strasser (Wirtschaftsuniversität Wien)
Microeconomics (a) - Ana Begoña Ania Martínez (University of Vienna)
Microeconomics (b): Elements of Game Theory (a) - Pegaret Pichler (Institute for Advanced Studies Vienna)
Asset Pricing I - Jan Werner (University of Minnesota)
Continuous Time Finance I (a) - Klaus Pötzelberger (Wirtschaftsuniversität Wien)
Continuous Time Finance I (b): Arbitrage Theory in Continuous Time - Tomas Björk (Stockholm School of Economics)
Corporate Finance I (a): Elements of Game Theory (b) - Pegaret Pichler (Institute for Advanced Studies Vienna)
Corporate Finance I (b) - Alexander Stomper (VGSF)
Financial Econometrics I - Alois Geyer (VGSF)
Finance Paper Reading I - Markus Hochradl & Thomas Steinberger (VGSF)
Finance Research Seminar I
Paper Writing

2nd year courses:

Elective courses

Elective courses
Real Options - Engelbert Dockner (VGSF)
Economics of Risk and Time - Thomas Steinberger (VGSF)
Analysis of Financial Time Series - Ruey Tsay (University of Chicago)
Stochastic Optimization with Applications in Portfolio and ALM - Georg Pflug (University of Vienna)
Jump-Diffusion and Levy Processes for Financial Mathematics - Helmut Strasser (Wirtschaftsuniversität Wien)
Microeconomics II - Egbert Dierker (University of Vienna)
Incomplete Markets - Jan Werner (University of Minnesota)
Game Theory - Klaus Ritzberger (VGSF)
Liquidity and Asset Pricing - Nicolae Garleanu (University of Pennsylvania)
Empirical Corporate Finance and Applied Cross-Sectional Econometrics - Toni Whited (University of Wisconsin-Madison)
Credit Risk Management - David Lando (Copenhagen Business School)

Mandatory courses

Corporate Finance II - Josef Zechner (VGSF) & Thomas Dangl (ISK)
Asset Pricing II - Andreas Reschreiter (VGSF)
Financial Econometrics II – Martin Wagner (Institute for Advanced Studies Vienna) Finance Paper Reading II - Markus Hochradl & Thomas Steinberger (VGSF)
Finance Research Seminar II
Advanced Paper Writing