Main Field of Study and progress level:
Mathematics: Second cycle, has second-cycle course/s as entry requirements
Grading scale: Pass with distinction, Pass with merit, Pass, Pass with distinction, Pass, Fail
Responsible department: Department of Mathematics and Mathematical Statistics
Established by: Faculty Board of Science and Technology, 2015-01-08
Required Knowledge
Courses in mathematics, minimum 60 ECTS, including a basic course in mathematical statistics and courses in Financial Mathematics, minimum 15 ECTS. Proficiency in English equivalent to Swedish upper secondary course English A (IELTS (Academic) with a minimum overall score of 5.5 and no individual score below 5.0. TOEFL PBT (Paper-based Test) with a minimum total score of 530 and a minimum TWE score of 4. TOEFL iBT (Internet-based Test) with a minimum total score of 72 and a minimum score of 17 on the Writing Section). Where the language of instruction is Swedish, applicants must prove proficiency in Swedish to the level required for basic eligibility for higher studies.
Glasserman Paul Monte Carlo methods in financial engineering New York : Springer : cop. 2004 : 596 s. : ISBN: 0-387-00451-3 (alk. paper) Mandatory Search the University Library catalogue
Diverse artiklar (tillhandahålles av inst.) Matematik och Matematisk statistik : Mandatory
