Financial Derivatives and Partial Differential Equations - University of Gothenburg Till startsida
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Financial Derivatives and Partial Differential Equations

Master's level | 7.5 credits | Course code: MMA711
Spring 2020
50% Day
Göteborg
Period: 20 January 2020 - 22 March 2020
INSTRUCTION LANGUAGE: English
2 Closed GU-21754
Spring 2021
50% Day
Göteborg
Period: 18 January 2021 - 24 March 2021
INSTRUCTION LANGUAGE: English
2 Opens 15 September GU-21753
2) Only EU/EEA citizens and students with approved residence permit in Sweden can apply

About the Course

This course presents applications of stochastic calculus and partial differential equations in mathematical finance. Besides the basic options on stocks and currency, the course deals also with interest rate models, stochastic volatility models and financial derivatives whose value depends on the history of the underlying stock. This course is also fundamental for portfolio theory, which is however not treated in the course.

More Information

http://www.chalmers.se/sv/in...

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Course Syllabus

MMA711

Requirements and Selection

Requirements: The equivalent of the course MMG810 Options and Mathematics or in all 90 credits in Mathematics and Mathematical statistics. The equivalent of the course MSA350 Stochastic Calculus is also required.

Selection: All eligible applicants who have applied before the deadline will be granted a place.

Tuition Fee

Tuition fee for event
Application fee: 900 SEK
Full course cost 14 550 SEK First payment 14 550 SEK
EU/EEA citizens, Swedish residence permit holders and exchange students do not pay fees.
More information on: http://www.universityadmissions.se

Tuition fee for event
Application fee: 900 SEK
Full course cost 14 875 SEK First payment 14 875 SEK
EU/EEA citizens, Swedish residence permit holders and exchange students do not pay fees.
More information on: http://www.universityadmissions.se

Study Guidance

svl.math@gu.se, tel: 031-772 3505

Department

Department of Mathematical Sciences
41296 Göteborg

Visiting address: Chalmers Tvärgata 3

Phone: 0317721000

Page Manager: Pontus Sundén
Last update: 2/18/2020 2:41 PM

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Page Manager: Pontus Sundén|Last update: 10/16/2018
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Denna text är utskriven från följande webbsida:
http://utbildning.gu.se/education/courses-and-programmes/course_detail/?courseid=MMA711
Utskriftsdatum: 2020-03-29