Remark
The credits (shown in brackets) for ETH courses with the ending -DRL as for all UZH courses are relevant for all ZGSM doctoral students.
The credits for ETH courses without -DRL ending are only for doctoral students of D-Math doing their doctorate on base of the new ordinance on the doctorate (in case they don't take the course via a Foundations of D-Math module and do the examination). Doctoral students of I-Math or of D-Math on base of the old ordinance have to book these courses via the foundation modules. Booking courses via a Foundations of D-Math module gives 3 credits, regardless of the specific course.
| Title (Credits) | Time & Place | Instructor |
| Algebraic Topology II (3) | | Biran |
| An Introduction to the Modelling of Extremes () | | Anel |
| Bayesian Statistics (2) | | Künsch |
| Brownian Motion and Stochastic Calculus (2) | | Schweizer |
| Combinatorial Optimization (2) | | Zenklusen |
| Computational Methods for Quantitative Finance: PDE Methods (3) | | Reichmann |
| Computational Quantum Physics (2) | | |
| Conformal Field Theory (2) | | Felder |
| Convex Optimization (2) | | Baes |
| Elliptic Curves (9) | We, 10.15-12.00
Y27H25
We, 15.00-17.00
Y27H25
Th, 15.00-17.00
Y27H28
| Rosenthal |
| Enumerative combinatorics (2) | Mo, 10.15-12.00
Y27H12
Th, 16.00-17.30
Y13L11/13
| Féray |
| Floer Theory (Part II) (2) | | Merry |
| Geometric Representations of Graphs (2) | | |
| Introduction to Model Categories (2) | Th, 13.00-14.45
Y27H25
| Frégier |
| Lévy Processes and Continuous State Branching Processes (2) | | Döring |
| Lévy Processes and fluctuation Theory (2) | We, 10.15-12.00
Y27H12
Th, 10.15-12.00
Y27H46
| Watson |
| Lie Groups II (3) | | Burger |
| Market-Consistent Actuarial Valuation (1) | | Wüthrich |
| Markov jump processes (3) | Tu, 15.00-17.00
Y27H12
We, 15.00-17.00
Y27H12
Th, 13.00-14.45
Y27H28
| Bertoin |
| Motivic Integration and Transfer Principles (2) | | |
| Numerical Analysis o Stochastic Partial Differential Equations (2) | | Jentzen |
| Numerical Methods for Hyperbolic Partial Differential Equations (3) | | Risebro |
| Quantitative Risk Management (2) | | Embrechts |
| Quantum Field Theory II (3) | | |
| Quantum groups and geometry (3) | We, 13.00-14.45
Y27H12
Fr, 10.15-12.00
Y27H12
| Monnier |
| Risk Measures (2) | | Anel |
| Stochastic Loss Reserving Methods (1) | | |
| Stochastic Optimal Contral (2) | | Soner |
| Survival Analysis (3) | Tu, 09.00-11.00
Y27H12
Tu, 11.15-12.00
Y27H12
| Hothorn |
| Thomas-Fermi and Hartree-Fock theory for atoms and molecules (3) | Mo, 13.00-14.45
Y27H12
Fr, 13.00-14.45
Y27H28
Fr, 15.00-17.00
Y27H28
| Schlein |
| Topics in nonlinear elliptic partial differential equations () | Mo, 15.00-17.00
Y27H46
| De Philippis |
| Torsions (2) | Th, 10.15-12.00
Y27H12
| Mnev |
| Using of Mathematica in research (1) | Th, 13.00-14.45
Y27H46
| Alexandersson |
| Velocity Averaging and Hydrodynamic Limits of Kinetic Models (2) | | Golse |
Additional Courses: see semester program of ETH and UZH
