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University of Gothenburg
Options and Mathematics
In this course you will get an introduction to mathematical finance with an emphasis on stock and currency options. The basic concepts of mathematical finance, such as arbitrage, self-financing strategies, hedging, etc, will be defined clearly in the context of the binomial model, where the stock process is a geomet…
- Higher education
- Information unavailable
- 6 November 2026
- Information unavailable
- Information unavailable
- 50 %
Overview
In this course you will get an introduction to mathematical finance with an emphasis on stock and currency options. The basic concepts of mathematical finance, such as arbitrage, self-financing strategies, hedging, etc, will be defined clearly in the context of the binomial model, where the stock process is a geometric random walk. When the number of periods in the binomial model goes to infinity, we obtain the famous Black-Scholes model.
Admission scores
Entry requirements
The equivalent of the courses MMG200 Mathematics 1 and MSG110 Probability theory.
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
- 2026-11-06
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.gu.mmg810.17035.20262
- 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
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- Programme or course starts
- Programme or course ends
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Previous upper-secondary schools and programmes
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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.gu.mmg810.17035.20262
- Offering identity in the source
- e.uoh.gu.mmg810.17035.20262
- Education-form source code
- HS
- Education code in the source
- MMG810
- Change time according to the source
- 2026-02-16T09:39:10
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.