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Financial Mathematics

  • Number of credits 7.5 credits
  • Level Master’s level
  • Starting Spring Term 2023

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.

Application and eligibility

Financial Mathematics, 7.5 credits

Visa tillfällen för föregående termin Spring Term 2023 Det finns inga senare terminer för kursen

Starts

22 March 2023

Ends

27 April 2023

Study location

Umeå

Language

English

Type of studies

Daytime, 100%

Selection

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.

Application fee

SEK 900

Tuition fee, first instalment

SEK 17,850

Total fee

SEK 17,850

Contact us

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Contactperson for the course is:
Study counselor Lars-Daniel Öhman