Probability and Martingales
Course, Master's level, 1MS045
Autumn 2023 Autumn 2023, Uppsala, 33%, On-campus, English Only available as part of a programme
- Location
- Uppsala
- Pace of study
- 33%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 28 August 2023–14 January 2024
- Language of instruction
- English
- Entry requirements
-
120 credits including 90 credits in mathematics. Probability theory II. Proficiency in English equivalent to the Swedish upper secondary course English 6.
- Application deadline
- 17 April 2023
- Application code
- UU-10507
Admitted or on the waiting list?
- Registration period
- 14 August 2023–10 September 2023
- Information on registration from the department
Autumn 2023 Autumn 2023, Uppsala, 33%, On-campus, English For exchange students
- Location
- Uppsala
- Pace of study
- 33%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 28 August 2023–14 January 2024
- Language of instruction
- English
- Entry requirements
-
120 credits including 90 credits in mathematics. Probability theory II. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Admitted or on the waiting list?
- Registration period
- 14 August 2023–10 September 2023
- Information on registration from the department
Autumn 2024 Autumn 2024, Uppsala, 33%, On-campus, English Only available as part of a programme
- Location
- Uppsala
- Pace of study
- 33%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 2 September 2024–19 January 2025
- Language of instruction
- English
- Entry requirements
-
120 credits including 90 credits in mathematics. Probability theory II. Proficiency in English equivalent to the Swedish upper secondary course English 6.
- Application deadline
- 15 April 2024
- Application code
- UU-10507
Admitted or on the waiting list?
- Registration period
- 19 August 2024–15 September 2024
- Information on registration from the department
Autumn 2024 Autumn 2024, Uppsala, 33%, On-campus, English For exchange students
- Location
- Uppsala
- Pace of study
- 33%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 2 September 2024–19 January 2025
- Language of instruction
- English
- Entry requirements
-
120 credits including 90 credits in mathematics. Probability theory II. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Admitted or on the waiting list?
- Registration period
- 19 August 2024–15 September 2024
- Information on registration from the department
About the course
In this course, classical probability theory and martingale theory is introduced. Moreover, applications within financial mathematics are presented, with a special focus on using martingales for option pricing
Contact
- Study counselling
- studievagledare@math.uu.se
- +46 18 471 32 03, +46 18 471 32 00