Options and Mathematics
University of Gothenburg
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End date:
Pace of study: 50 %
Published education catalogue
Options and Mathematics
Education information from the published source. The education record and its time-bound offerings are kept separate.
Education facts
Code: MMG810
In this course you will get an introduction to mathematical finance with an emphasis on stock and currency options. The basic concepts of mathematical finance, such as arbitrage, self-financing strategies, hedging, etc, will be defined clearly in the context of the binomial model, where the stock process is a geometric random walk. When the number of periods in the binomial model goes to infinity, we obtain the famous Black-Scholes model.
Entry requirements
The equivalent of the courses MMG200 Mathematics 1 and MSG110 Probability theory.
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.
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Last changed according to the source: 2026-02-16T09:39:10