This offering is not in the current catalogue. The information is retained from an earlier publication. Check the provider's current offering.
Mälardalen University
Stochastic Processes
<p>Stoshastic processes play a key role in analytical finance and insurance, and in financial egineering. The course presents the basic models of stochastic processes such as random walks, Markov chains, Poisson processes, Brownian motions and diffusion processes, elements of stochastic calculus and stochastic diffe…
- Higher education
- Information unavailable
- 1 September 2025
- Information unavailable
- Information unavailable
- 50 %
Overview
<p>Stoshastic processes play a key role in analytical finance and insurance, and in financial egineering. The course presents the basic models of stochastic processes such as random walks, Markov chains, Poisson processes, Brownian motions and diffusion processes, elements of stochastic calculus and stochastic differential equationas as well as simulation of stochastic processes. The presentation of the theory will be illustrated by many examples representing aplications in asset pricing, porfolio analysis as well as pricing of options and other derivatives. </p>
Admission scores
Entry requirements
At least totally 120 credits in the engineering, natural sciences, business administration or economics areas including Probability 7.5 credits, of which 4.5 credits must be completed at the beginning of the course and Basic Calculus Continuation Course, 7.5 credits, of which 1.5 credits must be completed at the beginning of the course, or the equivalent. In addition Swedish course B/Swedish course 3 and English course A/English course 6 are required. For courses given entirely in English exemption is made from the requirement in Swedish course B/Swedish course 3.
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
- 2025-09-01
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.mdu.mma701.21175.20252
- Last checked
- 2026-09-23T10:38:46.21657+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.mdu.mma701.21175.20252
- Offering identity in the source
- e.uoh.mdu.mma701.21175.20252
- Education-form source code
- HS
- Education code in the source
- MMA701
- Change time according to the source
- 2025-03-14T10:53:49
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.