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Umeå University
Financial Mathematics
The course covers the basic mathematical theory for modeling and pricing of financial instruments in discrete and continuous time. The focus in the course is on modeling stocks and pricing of stock options leading up to the Black Scholes model, built on geometric Brownian motion. The course also covers the theory of…
- Higher education
- Information unavailable
- 25 March 2027
- Information unavailable
- Information unavailable
- 50 %
Overview
The course covers the basic mathematical theory for modeling and pricing of financial instruments in discrete and continuous time. The focus in the course is on modeling stocks and pricing of stock options leading up to the Black Scholes model, built on geometric Brownian motion. The course also covers the theory of interest rates and pricing of different interest rate instruments.
Admission scores
Entry requirements
The course requires 90 ECTS including a course in Multivariable Calculus and Differential Equations and a basic course in Mathematical Statistics, minimum 6 ECTS. Proficiency in English equivalent to the level required for basic eligibility for higher studies. Where the language of instruction is Swedish, applicants must prove proficiency in Swedish to the level required for basic eligibility for higher studies.
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
- 2027-03-25
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.umu.5ma208.58004.20271
- Last checked
- 2026-09-23T10:39:35.037285+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.umu.5ma208.58004.20271
- Offering identity in the source
- e.uoh.umu.5ma208.58004.20271
- Education-form source code
- HS
- Education code in the source
- 5MA208
- Change time according to the source
- 2025-12-11T08:04:34
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.