Teaching Portfolio

I am currently teaching in the Master of Finance Programme at the University of Neuchâtel. I have taught in the Master of Banking and Finance Programme at the University of St. Gallen and the Master of Management Programme at the University of Mannheim.

In addition, I am active in Executive Education Seminars for Practitioners. If you are interested in having a course / seminar on Alternative Investments, Asset Allocation, Behavioral Finance, Derivatives, Econometrics, Investments, Risk Management, or Statistics, please contact me under 

florian.weigert@unine.ch 

CURRENT Bachelor/Master in Finance Course: Derivatives (14 weeks)

The course offers an introduction to the pricing of forwards, futures, swaps, and options. It combines  regular lectures with exercise sessions, case study discussions, and programming exercises.
Week 01: Kick-off Meeting
Week 02: Introduction and Trading Strategies
Week 03: Forwards and Futures
Week 04: Swaps
Week 05: Programming Exercise: Forwards/Futures and Swaps
Week 06: Case Study Discussions on Forwards/Futures and Swaps
Week 07: Options: Distribution-Independent Characteristics and the Binomial Model
Week 08: Options: Black-Scholes Equation
Week 09: Options: Applying Black-Scholes and Greeks
Week 10:  Programming Exercise: Options
Week 11: Case Study Discussions on Options
Week 12: Financial Engineering
Week 13: Course Wrap-Up and Exam Preparation
Week 14: Exam

CURRENT Master in Finance Course: Alternative INvestments (14 weeks)

The course offers an introduction to hedge funds and other alternative investments. It combines  regular lectures with exercise sessions, case study discussions, and programming exercises.
Week 01: Kick-off Meeting
Week 02: Introduction to Hedge Funds
Week 03: Trading Strategies of Hedge Funds
Week 04: Risk and Returns of Hedge Funds
Week 05: Asset Pricing Models for Hedge Funds
Week 06: The Economic Role of Hedge Funds
Week 07: Progamming Exercise on Hedge Funds
Week 08: Private Equity and Venture Capital  (Lecture + Case Study) 
Week 09:  Infrastructure Investments  (Lecture + Case Study) 

Week 10: Commodities (Lecture + Case Study)
Week 11: Currencies (Lecture + Case Study) 

Week 12: Cryptocurrencies (Lecture + Case Study)
Week 13: Course Wrap-Up and Exam Preparation
Week 14: Exam

CURRENT Master in Finance Course: Risk MAnagement (14 weeks)

The course offers an introduction to risk management on the master's level. It combines  regular lectures with exercise sessions, case study discussions, and programming exercises.
Week 01: Kick-off Meeting
Week 02: Risk and Risk Management in Perspective
Week 03: Risk Measures
Week 04: Programming Exercise: Risk Measures
Week 05: Volatility Modelling
Week 06: Dependence Modelling
Week 07:  Programming Exercise: Volatility and Dependence Modelling
Week 08: Tail Risk Hedging
Week 09: Credit Risk
Week 10:  Programming Exercise: Tail Risk Hedging and Credit Risk
Week 11: Liquidity Risk  (Lecture + Case Study) 

Week 12: Cyber Risk  (Lecture + Case Study) 

Week 13: Course Wrap-Up and Exam Preparation
Week 14: Exam

CURRENT/PAst Master in Finance Course: Econometrics (14 weeks)

The course offers an introduction to econometrics on the master's level. It combines  regular lectures with exercise sessions, and programming exercises.
Week 01: Kick-off Meeting
Week 02: The Simple Linear Regression Model
Week 03: The Multivariate Linear Regression Model
Week 04: Programming Exercise: Linear Regression
Week 05: Regression Analysis: Asymptotics and Inference
Week 06: Programming Exercise: Asymptotics and Inference
Week 07: Regression Analysis with Panel Data
Week 08: Programming Exercise: Regression Analysis with Panel Data
Week 09: Regression Analysis with Time-Series Data
Week 10: Programming Exercise: Regression Analysis with Time-Series Data
Week 11: Introduction to Machine Learning
Week 12: Programming Exercise: Machine Learning
Week 13: Course Wrap-Up and Exam Preparation
Week 14: Exam