Differential Equations in Finance

Utbildningsfakta

Kod: MMA712

<p>Now huge volumes of financial derivative securities are traded on the market every day. This causes a big demand for experts who know how to price financial derivative securities. In most cases, the determination of the prices of financial derivative securities may be reduced to solving partial differential equation problems. In this course, we discuss how to establish the corresponding partial differential equations and find the final and necessary boundary conditions for a specific derivative product. If possible, we derive its explicit solution and describe some properties of the solution. </p>

Behörighet

At least totally 120 credits in the engineering, natural sciences, business administration or economics areas where Analytical Finance I 7.5 credits or equivalent is included. In addition Swedish course B/Swedish course 3 and English course A/English course 6 are required. For courses given entirely in English exemption is made from the requirement in Swedish course B/Swedish course 3.

Utbildningstillfällen

Varje tillfälle har egna datum och villkor. Avslutade tillfällen behålls som historik och innebär inte att en ny ansökan är öppen.

• Differential Equations in Finance

  Mälardalen University

  Startdatum: 30 mars 2026

  Slutdatum: 7 juni 2026

  Studietakt: 50 %