Main field(s) of study and in-depth level:
Financial Mathematics A1N,
Explanation of codes
The code indicates the education cycle and in-depth level of the course in relation to other courses within the same main field of study according to the requirements for general degrees:
G1N: has only upper-secondary level entry requirements
G1F: has less than 60 credits in first-cycle course/s as entry requirements
G1E: contains specially designed degree project for Higher Education Diploma
G2F: has at least 60 credits in first-cycle course/s as entry requirements
G2E: has at least 60 credits in first-cycle course/s as entry requirements, contains degree project for Bachelor of Arts/Bachelor of Science
GXX: in-depth level of the course cannot be classified
A1N: has only first-cycle course/s as entry requirements
A1F: has second-cycle course/s as entry requirements
A1E: contains degree project for Master of Arts/Master of Science (60 credits)
A2E: contains degree project for Master of Arts/Master of Science (120 credits)
AXX: in-depth level of the course cannot be classified
Fail (U), Pass (G), Pass with distinction (VG)
The Faculty Board of Social Sciences
The Department Board
A Bachelor's degree, equivalent to a Swedish Kandidatexamen, from an internationally recognised university. Also required is 60 credits in economics and 15 credits in statistics (or closely related subject).
After completing the course, the student is expected to be able to independently analyse problems in the area of financial economics.
The course offers an in depth study of the quantitative aspects of financial markets. The course consists of the following parts: modern portfolio theory (MPT), alternative forms of the capital asset pricing theory (CAPM), models for the pricing of stocks and bonds, and the efficient market theory.