Analytical Finance I

Education facts

Code: MMA707

<p>On exchanges and on the OTC (Over The Counter) markets, wide ranges of financial instruments are traded. Many instruments such as options, warrants, forwards, futures, bonds, notes, bills, swaps etc. are valued by mathematical models or by simulations. In financial engineering, valuation models are developed, studied and used to create new types of instrument by combinations of other instruments. The course in Analytical Finance I provide the students with a broad knowledge of models and methods used in the financial industry. A major part of the course discusses mathematical and numerical models for various instruments. By the end of this course the students should have sufficient knowledge of quantitative finance to understand most of the derivative contracts traded in the equity and fixed income markets and to value them. </p>

Entry requirements

At least totally 120 credits in the engineering, natural sciences, business administration or economics areas including Probability 7.5 credits or equivalent. 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.

Education offerings

Each offering has its own dates and conditions. Closed offerings are retained as history and do not mean that a new application is open.

• Analytical Finance I

  Mälardalen University

  Start date: 10 November 2025

  End date: 18 January 2026

  Pace of study: 50 %