Physics and Finance, 5 credits
Academic year 2022/2023
Spring 2023, 33%, Campus
Start date: 20 March 2023
End date: 4 June 2023
Application deadline: 17 October 2022
Application code: UU-63020 Application
Language of instruction: English
Selection: Higher education credits in science and engineering (maximum 240 credits)
Registration: 6 March 2023 – 19 March 2023
Entry requirements: 120 credits in science/engineering including Mechanics III and Quantum physics. Proficiency in English equivalent to the Swedish upper secondary course English 6.
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 or tuition fees. Formal exchange students will be exempted from tuition fees, as well as the application fee. Read more about fees.
Application fee: SEK 900
Tuition fee, first semester: SEK 12,083
Tuition fee, total: SEK 12,083
About the course
This course discusses similarities of concepts and methods in finance and physics in order to enhance cross-fertilisation of these fields. The course contains portfolio theory and constrained optimisation, relations between stochastic differential equations, regression models, time series and forecasting. Bubbles, crashes and path integrals in physics and finance is also part of the course.
Department of Physics and Astronomy
Ångströmlaboratoriet, Lägerhyddsvägen 1
Box 516, 751 20 UPPSALA
Telephone: +46 18 471 35 21