Financial Derivatives and Partial Differential Equations
University of Gothenburg
Start date:
End date:
Pace of study: 50 %
Published education catalogue
Financial Derivatives and Partial Differential Equations
Education information from the published source. The education record and its time-bound offerings are kept separate.
Education facts
Code: MMA712
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.
Entry requirements
The equivalent of the course MMG810 Options and Mathematics or in all 90 credits in Mathematics and Mathematical statistics.
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.
Source and updates
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Checksum: 1b0dc54c0fc8a359f83ba9dc8f9d468479ce432de4c03bce3b8b33dd67fe3f6c
Last changed according to the source: 2026-01-22T08:06:32