This offering is not in the current catalogue. The information is retained from an earlier publication. Check the provider's current offering.
Örebro University
Economics, Financial Derivates, Second Cycle
The course covers the valuation and hedging of financial derivatives, including forwards, futures, and options. A central focus is the development of the Black-Scholes-Merton option pricing model, introduced through foundational concepts such as Brownian motion, stochastic calculus, and binomial-tree methods. Additi…
- Higher education
- Information unavailable
- 18 January 2027
- Örebro
- Information unavailable
- 50 %
Overview
The course covers the valuation and hedging of financial derivatives, including forwards, futures, and options. A central focus is the development of the Black-Scholes-Merton option pricing model, introduced through foundational concepts such as Brownian motion, stochastic calculus, and binomial-tree methods. Additional topics may include arbitrage-free yield curve models and Monte Carlo simulations. Selected option pricing approaches are implemented and tested through computer exercises.
Admission scores
Entry requirements
First-cycle courses of 75 credits in Economics. Economics, Mathematics for Statistical and Economic Analysis, 7,5 credits, Second Cycle. Statistics, Basic Course, 15 credits and Data Mining and Business Analytics, Basic Course, 15 credits alternatively Statistics, Basic Course, 15 credits and 7,5 credits in regression analysis/econometrics/scientific method within economic or statistics. The applicant must also have qualifications corresponding to the course "English 6" or "English level 2" from the Swedish Upper Secondary School.
The text is reproduced from the Susa source. Antagningsdata does not map GY11 and GY25 or assess personal eligibility.
Source, measure and data quality
- Source
- Skolverket Susa-navet
- Period
- 2027-01-18
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.oru.na447a.v2340.20271
- Last checked
- 2026-09-23T10:38:57.404306+00:00
- Limitation
- Antagningsdata does not map GY11 and GY25. General and specific conditions are not separated without structured source data.
Programme content
Study structure
Application and important dates
- Programme or course starts
- Programme or course ends
Salary and salary distribution
Common occupations after graduation
Students
Geographical background
Previous upper-secondary schools and programmes
Completion and outcomes
About the provider
Sources and data quality
Education facts for the selected offering come from Skolverket Susa-navet.
Retrieved . Published . Times are shown in Swedish local time.
Source identity and publication version
- Publication version
- 8e217193-f5fa-4778-b085-a4521fd03e8d
- Education identity in the source
- i.uoh.oru.na447a.v2340.20271
- Offering identity in the source
- e.uoh.oru.na447a.v2340.20271
- Education-form source code
- HS
- Education code in the source
- NA447A
- Change time according to the source
- 2026-08-14T09:09:48
The provider, education and education offering are separate identities. Application information should be checked on the official website. Supplementary statistics have not been obtained from this source.