Financial Derivatives
Course, Master's level, 1MA209
Autumn 2023 Autumn 2023, Uppsala, 50%, On-campus, English Only available as part of a programme
- Location
- Uppsala
- Pace of study
- 50%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 31 October 2023–14 January 2024
- Language of instruction
- English
- Entry requirements
-
120 credits including 40 credits in mathematics. Several Variable Calculus, Several Variable Calculus, Limited Version, Several Variable Calculus M or Geometry and Analysis II. Probability and Statistics or Mathematical statistics KF. Proficiency in English equivalent to the Swedish upper secondary course English 6.
- Fees
-
If you are not a citizen of a European Union (EU) or European Economic Area (EEA) country, or Switzerland, you are required to pay application and tuition fees.
- Application fee: SEK 900
- First tuition fee instalment: SEK 18,125
- Total tuition fee: SEK 18,125
- Application deadline
- 17 April 2023
- Application code
- UU-10105
Admitted or on the waiting list?
- Registration period
- 17 October 2023–13 November 2023
- Information on registration
Autumn 2023 Autumn 2023, Uppsala, 50%, On-campus, English For exchange students
- Location
- Uppsala
- Pace of study
- 50%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 31 October 2023–14 January 2024
- Language of instruction
- English
- Entry requirements
-
120 credits including 40 credits in mathematics. Several Variable Calculus, Several Variable Calculus, Limited Version, Several Variable Calculus M or Geometry and Analysis II. Probability and Statistics or Mathematical statistics KF. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Admitted or on the waiting list?
- Registration period
- 17 October 2023–13 November 2023
- Information on registration
Autumn 2024 Autumn 2024, Uppsala, 50%, On-campus, English
- Location
- Uppsala
- Pace of study
- 50%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 4 November 2024–19 January 2025
- Language of instruction
- English
- Entry requirements
-
120 credits including 40 credits in mathematics. Several Variable Calculus, Several Variable Calculus, Limited Version, Several Variable Calculus M or Geometry and Analysis II. Probability and Statistics or Mathematical statistics KF. Proficiency in English equivalent to the Swedish upper secondary course English 6.
- Selection
-
Higher education credits in science and engineering (maximum 240 credits)
- Fees
-
If you are not a citizen of a European Union (EU) or European Economic Area (EEA) country, or Switzerland, you are required to pay application and tuition fees.
- Application fee: SEK 900
- First tuition fee instalment: SEK 18,125
- Total tuition fee: SEK 18,125
- Application deadline
- 15 April 2024
- Application code
- UU-10105
Admitted or on the waiting list?
- Registration period
- 21 October 2024–17 November 2024
- Information on registration
Autumn 2024 Autumn 2024, Uppsala, 50%, On-campus, English For exchange students
- Location
- Uppsala
- Pace of study
- 50%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 4 November 2024–19 January 2025
- Language of instruction
- English
- Entry requirements
-
120 credits including 40 credits in mathematics. Several Variable Calculus, Several Variable Calculus, Limited Version, Several Variable Calculus M or Geometry and Analysis II. Probability and Statistics or Mathematical statistics KF. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Admitted or on the waiting list?
- Registration period
- 21 October 2024–17 November 2024
- Information on registration
About the course
Diffusion processes, stochastic integration and Ito's formula. Arbitrage theory in continuous time. Black-Scholes' equation for pricing financial instruments. Feynman-Kac's representation formula. Risk-neutral valuation and hedging. Complete and incomplete markets. Applications to financial instruments such as options, forwards, futures, swaps, interest rates and currency derivatives.
Reading list
- Reading list valid from Autumn 2023
- Reading list valid from Autumn 2022
- Reading list valid from Autumn 2020
- Reading list valid from Spring 2019
- Reading list valid from Autumn 2015
- Reading list valid from Autumn 2012, version 3
- Reading list valid from Autumn 2012, version 2
- Reading list valid from Autumn 2012, version 1
Contact
- Study counselling
- studievagledare@math.uu.se
- +46 18 471 32 03, +46 18 471 32 00