Vienna Graduate School of Finance

Past Courses

This page lists past courses of the VGSF's PhD-program as well as past courses taught by international faculty members in its precursor programs (the CCEFM and Quantitative Finance Program). Typically, the topic of a course coincides with the research interests of the person invited to teach the course. As a consequence students get the opportunity to acquire cutting-edge knowledge and to establish contacts to experts in various fields.

Courses 2005/06

Introduction to Quantitative Methods	Helmut Strasser (Wirtschaftsuniversität Wien)
Financial Markets and Instruments	Stefan Pichler (VGSF)
Mathematics and Optimization (a)	Stefano Demichelis (University of Pavia)
Mathematics and Optimization (b): Numerical Mathematics	Ines Fortin (Institute for Advanced Studies Vienna)
Probability and Statistics	Helmut Strasser (Wirtschaftsuniversität Wien)
Microeconomics (a)	Jamsheed Shorish (Institute for Advanced Studies 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)	Alexander Stomper (VGSF)
Corporate Finance I (b): Elements of Game Theory (b)	Pegaret Pichler (Institute for Advanced Studies Vienna)
Financial Econometrics I	Alois Geyer (VGSF)
Finance Paper Reading I	Georg Mosburger & Christian Wagner (VGSF)
Finance Research Seminar I
Paper Writing

Past Courses in the CCEFM and Quantitative Finance Program

Summer Term 2004
Continuous Time Finance	Tomas Björk (Stockholm)
Continuous Time Finance II	Kerry Back (St. Louis)
Performance Measurement	Stefan Reichelstein (Stanford)
Corporate Finance II	Zsuzsanna Fluck (Michigan State)
Financial Econometrics	Stanley E. Zin (Carnegie Mellon)

Winter Term 2003
Portfolio Theory and Asset Pricing	Michael Brennan (LSE and UCLA)
Capital Markets in Transition Economies	Mojmir Mrak (Ljubljana)
Term Structure Models	Antonio Mele (LSE)

Summer Term 2003
Continuous Time Finance	Tomas Björk (Stockholm)
Credit Risk Management	David Lando (Copenhagen)

Winter Term 2002
Performance Evaluation in Portfolio Management	Russ Wermers (Maryland)
Capital Markets in Transition Economies	Mojmir Mrak (Ljubljana)
Liquidity and Asset Pricing	Robert Korajczyk (Northwestern)

Summer Term 2002
Continuous Time Finance	Tomas Björk (Stockholm)
Fixed Income Asset Management	Suresh Sundaresan (Columbia)
Credit Risk Management	David Lando (Copenhagen)
Financial Engineering	David Bates (Iowa)
Portfolio Management Compensation Contracts	Neal Stoughton (UC Irwine)
Financial Econometrics	Tim Bollerslev (Durham)

Winter Term 2001
Term Structure Models	Kerry Back (St. Louis)
Continuous Time Finance II	Kerry Back (St. Louis)
Capital Markets in Transition Economies	Mojimir Mrack (Ljubljana)

Summer Term 2001
Continuous Time Finance	Tomas Björk (Stockholm)
Contract Theory in Finance	Ernst-Ludwig Von Thadden (Lausanne)
Credit Risk Management	David Lando (Copenhagen)
Financial Engineering	David Bates (Iowa)
Empirical Finance	Jay Ritter (Florida)

Winter Term 2000
Corporate Finance II	Zsuzsanna Fluck (NYU)
Capital Markets in Transition Economies	Mojmir Mrak (Ljubljana)
Financial Economics	Jan Werner (Minnesota)

Summer Term 2000
Continuous Time Finance	Tomas Björk (Stockholm)
Numerical Methods	Mark Broadie (Columbia)
Financial Engineering	David Bates (Iowa)
Credit Risk Management	David Lando (Copenhagen)
Continuous Time Finance II	William Perraudin (Birkbeck)
Corporate Finance II	Enrico Perotti (Amsterdam)