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University of Gothenburg
Financial Derivatives and Partial Differential Equations
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 unde…
- Higher education
- Information unavailable
- 19 January 2026
- Information unavailable
- Information unavailable
- 50 %
Overview
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.
Admission scores
Entry requirements
The equivalent of the course MMG810 Options and Mathematics or in all 90 credits in Mathematics and Mathematical statistics.
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
- 2026-01-19
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.gu.mma712.17025.20261
- Last checked
- 2026-09-23T10:36:59.285029+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.gu.mma712.17025.20261
- Offering identity in the source
- e.uoh.gu.mma712.17025.20261
- Education-form source code
- HS
- Education code in the source
- MMA712
- Change time according to the source
- 2026-01-22T08:06:32
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.