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.
Guaranteed place
Applicants in some programs at Umeå University have guaranteed admission to this course. The number of places for a single course may therefore be limited.
Application code
UMU-58101
Application
The online application opens 15 September 2022 at 13:00 CET.
Application deadline is
17 October 2022. How to apply
Application and tuition fees
As a citizen of a country outside the European Union (EU), the European Economic Area (EEA) or Switzerland, you are required to pay application and tuition fees for studies at Umeå University.
