Financial Derivatives
Uppsala University
Uppsala
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End date:
Pace of study: 50 %
Published education catalogue
Financial Derivatives
Education information from the published source. The education record and its time-bound offerings are kept separate.
Education facts
Code: 1MA209
Diffusion processes, stochastic integration and Ito's formula. Arbitrage theory in continuous time. Black-Scholes' equation for pricing financial instruments. Feynman-Kac's representation formula. Risk-neutral valuation and hedging. Complete and incomplete markets. Applications to financial instruments such as options, forwards, futures, swaps, interest rates and currency derivatives.
Entry requirements
120 credits including 40 credits in mathematics. Several Variable Calculus, Several Variable Calculus, Limited Version, Several Variable Calculus M or Geometry and Analysis II. Probability and Statistics or Mathematical statistics KF. Proficiency in English equivalent to the Swedish upper secondary course English 6.
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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Publication version: 8e217193-f5fa-4778-b085-a4521fd03e8d
Checksum: 1b0dc54c0fc8a359f83ba9dc8f9d468479ce432de4c03bce3b8b33dd67fe3f6c
Last changed according to the source: 2026-03-09T12:14:20