Computational Finance: Pricing and Valuation
Course, Master's level, 1TD186
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 2026–1 November 2026
- Language of instruction
- English
- Entry requirements
-
120 credits in science/engineering including one of the courses Scientific Computing II / Scientific Computing, Bridging Course / Introduction to Scientific Computing. Proficiency in English equivalent to the Swedish upper secondary course English 6.
- Application deadline
- 15 April 2026
- Application code
- UU-12003
Admitted or on the waiting list?
- Registration period
- 27 July 2026–6 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 2026–1 November 2026
- Language of instruction
- English
- Entry requirements
-
120 credits in science/engineering including one of the courses Scientific Computing II / Scientific Computing, Bridging Course / Introduction to Scientific Computing. Proficiency in English equivalent to the Swedish upper secondary course English 6.
Admitted or on the waiting list?
- Registration period
- 27 July 2026–6 September 2026
- Information on registration from the department
About the course
The course contains areas which are essential when practically dealing with computational finance in engineering and research. The content includes Monte Carlo- and Monte Carlo-like methods, finite difference methods and the use of advanced software in the field.
The course contains general parts, which all participants take, as well as a number of eligible modules. Thus, the course can partly be individually adjusted. The software that is used is Front Arena and optional/suitable code development environment.