Financial Derivatives
Course, Master's level, 1MA209
Expand the information below to show details on how to apply and entry requirements.
Autumn 2025
Autumn 2025,
Uppsala, 50%, On-campus, English
Only available as part of a programme
- Location
- Uppsala
- Pace of study
- 50%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 3 November 2025–18 January 2026
- Language of instruction
- English
- Entry requirements
-
120 credits including 40 credits in mathematics. Several Variable Calculus, Several Variable Calculus, Limited Version, Several Variable Calculus M or Geometry and Analysis II. Probability and Statistics or Mathematical statistics KF. Proficiency in English equivalent to the Swedish upper secondary course English 6.
- Application deadline
- 15 April 2025
- Application code
- UU-10105
Admitted or on the waiting list?
- Registration period
- 20 October 2025–16 November 2025
- Information on registration from the department
Autumn 2025
Autumn 2025,
Uppsala, 50%, On-campus, English
For exchange students
- Location
- Uppsala
- Pace of study
- 50%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 3 November 2025–18 January 2026
- Language of instruction
- English
- Entry requirements
-
120 credits including 40 credits in mathematics. Several Variable Calculus, Several Variable Calculus, Limited Version, Several Variable Calculus M or Geometry and Analysis II. Probability and Statistics or Mathematical statistics KF. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Admitted or on the waiting list?
- Registration period
- 20 October 2025–16 November 2025
- Information on registration from the department
About the course
Diffusion processes, stochastic integration and Ito's formula. Arbitrage theory in continuous time. Black-Scholes' equation for pricing financial instruments. Feynman-Kac's representation formula. Risk-neutral valuation and hedging. Complete and incomplete markets. Applications to financial instruments such as options, forwards, futures, swaps, interest rates and currency derivatives.
Reading list
- Reading list valid from Autumn 2025
- Reading list valid from Autumn 2023
- Reading list valid from Autumn 2022
- Reading list valid from Autumn 2020
- Reading list valid from Spring 2019
- Reading list valid from Autumn 2015
- Reading list valid from Autumn 2012, version 3
- Reading list valid from Autumn 2012, version 2
- Reading list valid from Autumn 2012, version 1
Contact
- Study counselling
- studievagledare@math.uu.se
- +46 18 471 32 03, +46 18 471 32 00