Probability and Martingales
Course, Master's level, 1MS045
Expand the information below to show details on how to apply and entry requirements.
Autumn 2024
Autumn 2024,
Uppsala, 33%, On-campus, English
Only available as part of a programme
- Location
- Uppsala
- Pace of study
- 33%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 2 September 2024–19 January 2025
- Language of instruction
- English
- Entry requirements
-
120 credits including 90 credits in mathematics. Probability theory II. Proficiency in English equivalent to the Swedish upper secondary course English 6.
- Application deadline
- 15 April 2024
- Application code
- UU-10507
Admitted or on the waiting list?
- Registration period
- 19 August 2024–15 September 2024
- Information on registration from the department
Autumn 2024
Autumn 2024,
Uppsala, 33%, On-campus, English
For exchange students
- Location
- Uppsala
- Pace of study
- 33%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 2 September 2024–19 January 2025
- Language of instruction
- English
- Entry requirements
-
120 credits including 90 credits in mathematics. Probability theory II. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Admitted or on the waiting list?
- Registration period
- 19 August 2024–15 September 2024
- Information on registration from the department
Expand the information below to show details on how to apply and entry requirements.
Autumn 2025
Autumn 2025,
Uppsala, 33%, On-campus, English
Only available as part of a programme
- Location
- Uppsala
- Pace of study
- 33%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 1 September 2025–18 January 2026
- Language of instruction
- English
- Entry requirements
-
120 credits including 90 credits in mathematics. Probability theory II. Proficiency in English equivalent to the Swedish upper secondary course English 6.
- Application deadline
- 15 April 2025
- Application code
- UU-10507
Admitted or on the waiting list?
- Registration period
- 18 August 2025–14 September 2025
- Information on registration from the department
Autumn 2025
Autumn 2025,
Uppsala, 33%, On-campus, English
For exchange students
- Location
- Uppsala
- Pace of study
- 33%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 1 September 2025–18 January 2026
- Language of instruction
- English
- Entry requirements
-
120 credits including 90 credits in mathematics. Probability theory II. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Admitted or on the waiting list?
- Registration period
- 18 August 2025–14 September 2025
- Information on registration from the department
About the course
In this course, classical probability theory and martingale theory is introduced. Moreover, applications within financial mathematics are presented, with a special focus on using martingales for option pricing
Contact
- Study counselling
- studievagledare@math.uu.se
- +46 18 471 32 03, +46 18 471 32 00