Introduction to Finance Mathematics

Utbildningsfakta

Kod: MT5009

The aim of the course is to give an overview over some of the most common mathematical methods and models that are used in the financial sector. There are several different kinds of investors in the financial market today; not only companies, banks and other financial institutions but also many private investors with money in funds or other securities. Recently, trade in financial derivatives like options on other securities has increased rapidly. All this has generated an increased demand for knowledge on analysing all complex relationships and questions in a reliable way. This course is about risk management for financial markets. Concepts treated are interest rate, arbitrage, forwards, options including Black-Scholes formula, optimal portfolios, CAPM and Value at risk.

Behörighet

Prerequisites for the course are courses equivalent to Mathematical analysis III FC, 7.5 hp (MM5001), Linear Algebra II FC, 7.5 hp (MM5004), Statistical analysis FC, 7.5 hp (MT4001) and Stochastic processes and simulation I FC, 7.5 hp (MT4002).

Utbildningstillfällen

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

• Introduction to Finance Mathematics

  Stockholm University

  Startdatum: 23 mars 2026

  Slutdatum: 7 juni 2026

  Studietakt: 50 %