Partial Differential Equations with Applications to Finance

5 credits

Course, Master's level, 1MA255

Expand the information below to show details on how to apply and entry requirements.

Location
Uppsala
Pace of study
33%
Teaching form
On-campus
Instructional time
Daytime
Study period
24 March 2025–8 June 2025
Language of instruction
English
Entry requirements

120 credits including 90 credits in mathematics. Financial Derivatives. Participation in Probability Theory II or Integration Theory. Proficiency in English equivalent to the Swedish upper secondary course English 6.

Application deadline
15 October 2024
Application code
UU-60004

Admitted or on the waiting list?

Registration period
10 March 2025–6 April 2025
Information on registration from the department

Location
Uppsala
Pace of study
33%
Teaching form
On-campus
Instructional time
Daytime
Study period
24 March 2025–8 June 2025
Language of instruction
English
Entry requirements

120 credits including 90 credits in mathematics. Financial Derivatives. Participation in Probability Theory II or Integration Theory. Proficiency in English equivalent to the Swedish upper secondary course English 6.

Admitted or on the waiting list?

Registration period
10 March 2025–6 April 2025
Information on registration from the department

Expand the information below to show details on how to apply and entry requirements.

Location
Uppsala
Pace of study
33%
Teaching form
On-campus
Instructional time
Daytime
Study period
23 March 2026–7 June 2026
Language of instruction
English
Entry requirements

120 credits including 90 credits in mathematics. Financial Derivatives. Participation in Probability Theory II or Integration Theory. Proficiency in English equivalent to the Swedish upper secondary course English 6.

Application deadline
15 October 2025
Application code
UU-60004

Admitted or on the waiting list?

Information on registration from the department

Location
Uppsala
Pace of study
33%
Teaching form
On-campus
Instructional time
Daytime
Study period
23 March 2026–7 June 2026
Language of instruction
English
Entry requirements

120 credits including 90 credits in mathematics. Financial Derivatives. Participation in Probability Theory II or Integration Theory. Proficiency in English equivalent to the Swedish upper secondary course English 6.

Admitted or on the waiting list?

Information on registration from the department

About the course

The course provides you with basic knowledge of parabolic partial differential equations and their relationship with stochastic differential equations and related applications. The course contains: Stochastic calculus and diffusion processes. The Kolmogorov equations. Stochastic control theory, optimal stopping problems and free boundary problems. Integro-differential equations.

FOLLOW UPPSALA UNIVERSITY ON

Uppsala University on Facebook
Uppsala University on Instagram
Uppsala University on Youtube
Uppsala University on Linkedin