Financial Mathematics, 7.5 Credits
About the course
This course covers the basic mathematical theory of modeling and pricing financial instruments in continuous time. We focus on the modeling of stock prices and pricing of stock options in the Black Scholes model, which is based on geometric Brownian motion. The course also includes interest rate theory and the pricing of various fixed income instruments.
Level of Education: Advanced
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Contact Information
Dept of Mathematics and Mathematical Statistics
MIT-huset
901 87 Umeå
