Skip to main content
Navigated to
Syllabus:

Financial Mathematics, 7.5 credits

The course is discontinued

Swedish name: Finansiell matematik
This syllabus is valid: 2011-09-05 and until further notice
Course code: 5MA057
Credit points: 7.5
Education level: Second cycle
Main Field of Study and progress level: Mathematics: Second cycle, has only first-cycle course/s as entry requirements
Computational Science and Engineering: Second cycle, has only first-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

Required Knowledge

Univ: Courses in Linear Algebra and Statistics for Engineers. 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.

Literature

Luenberger David G.
Investment science.
New York : Oxford University Press : 1998 : xiv, 494 s. : diagr., tab. ; 23 cm :
ISBN: 0-19-510809-4
Mandatory
Search the University Library catalogue

Luenberger David G.
Investment science
Internat. ed. : New York, NY [u.a.] : Oxford Univ. Press : 2009. : xiv, 494 s. :
ISBN: 978-0-19-539106-0
Mandatory
Search the University Library catalogue

Luenberger David G.
Investment science.
New York : Oxford University Press : 1998 : xiv, 494 s. : diagr., tab. ; 23 cm :
ISBN: 0-19-510809-4
Search the University Library catalogue