Physics and Finance, 5 credits

Academic year 2021/2022

  • Summer 2021, Evening, 100%, Distance learning

    Start date: 2 August 2021

    End date: 29 August 2021

    Application deadline: 15 March 2021

    Application code: UU-13099 Application

    Language of instruction: English

    Location: Flexible

    Selection: Higher education credits in science and engineering (maximum 240 credits)

    Outline for distance course: Communication between teachers and students is done using the learning management system and e-meeting tools. A computer with a stable internet connection and webcam is required.

    Number of mandatory meetings: 0

    Number of voluntary meetings: 0

  • Spring 2022, 33%, Campus

    Start date: 21 March 2022

    End date: 5 June 2022

    Application deadline: 15 October 2021

    Application code: UU-63020 Application

    Language of instruction: English

    Location: Uppsala

    Selection: Higher education credits in science and engineering (maximum 240 credits)

Entry requirements: 120 credits in science/engineering including Mechanics III and Quantum physics

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 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.

More information

Contact

Department of Physics and Astronomy

Ångströmlaboratoriet, Lägerhyddsvägen 1

Box 516, 751 20 UPPSALA

Telephone: 018-471 5952

Study Counsellor

Email: studievagledare@physics.uu.se

Telephone: +46 18 471 35 21