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Stockholm University
Introduction to Finance Mathematics
The aim of the course is to give an overview over some of the most common mathematical methods and models that are used in the financial sector. There are several different kinds of investors in the financial market today; not only companies, banks and other financial institutions but also many private investors wit…
- Higher education
- Information unavailable
- 23 March 2026
- Information unavailable
- Information unavailable
- 50 %
Overview
The aim of the course is to give an overview over some of the most common mathematical methods and models that are used in the financial sector. There are several different kinds of investors in the financial market today; not only companies, banks and other financial institutions but also many private investors with money in funds or other securities. Recently, trade in financial derivatives like options on other securities has increased rapidly. All this has generated an increased demand for knowledge on analysing all complex relationships and questions in a reliable way. This course is about risk management for financial markets. Concepts treated are interest rate, arbitrage, forwards, options including Black-Scholes formula, optimal portfolios, CAPM and Value at risk.
Admission scores
Entry requirements
Prerequisites for the course are courses equivalent to Mathematical analysis III FC, 7.5 hp (MM5001), Linear Algebra II FC, 7.5 hp (MM5004), Statistical analysis FC, 7.5 hp (MT4001) and Stochastic processes and simulation I FC, 7.5 hp (MT4002).
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
- 2026-03-23
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.su.mt5009.48010.20261
- Last checked
- 2026-09-23T10:39:15.844538+00:00
- Limitation
- Antagningsdata does not map GY11 and GY25. General and specific conditions are not separated without structured source data.
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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.su.mt5009.48010.20261
- Offering identity in the source
- e.uoh.su.mt5009.48010.20261
- Education-form source code
- HS
- Education code in the source
- MT5009
- Change time according to the source
- 2025-08-18T09:53:52
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.