Probability and Martingales
10 credits
Course, Master's level, 1MS045
Expand the information below to show details on how to apply and entry requirements.
Autumn 2026 Autumn 2026, 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
- 31 August 2026–17 January 2027
- 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 2026
- Application code
- UU-10507
Admitted or on the waiting list?
- Registration period
- 17 August 2026–13 September 2026
- Information on registration from the department
Autumn 2026 Autumn 2026, Uppsala, 33%, On-campus, English For exchange students
- Location
- Uppsala
- Pace of study
- 33%
- Teaching form
- On-campus
- Instructional time
- Daytime
- Study period
- 31 August 2026–17 January 2027
- 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
- 17 August 2026–13 September 2026
- 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