Introduction to Finance Mathematics

Education facts

Code: 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.

Entry requirements

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).

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.

• Introduction to Finance Mathematics

  Stockholm University

  Start date: 23 March 2026

  End date: 7 June 2026

  Pace of study: 50 %