Probability and Martingales
Uppsala University
Uppsala
Start date:
End date:
Pace of study: 33 %
Published education catalogue
Probability and Martingales
Education information from the published source. The education record and its time-bound offerings are kept separate.
Education facts
Code: 1MS045
In this course, classical probability theory and martingale theory is introduced. Moreover, applications within financial mathematics are presented, with a special focus on using martingales for option pricing
Entry requirements
120 credits including 90 credits in mathematics. Probability theory II. 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: 2026-03-09T12:14:27