Physics and Finance

5 credits

Course, Master's level, 1FA361

Spring 2024 Spring 2024, Uppsala, 33%, On-campus, English

Spring 2024 Spring 2024, Uppsala, 33%, On-campus, English For exchange students

Spring 2025 Spring 2025, Uppsala, 33%, On-campus, English

About the course

This course discusses similarities of concepts and methods in finance and physics in order to enhance the 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.

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