Options and Mathematics
About
In this course you will get an introduction to mathematical finance with an emphasis on stock and currency options. The basic concepts of mathematical finance, such as arbitrage, self-financing strategies, hedging, etc, will be defined clearly in the context of the binomial model, where the stock process is a geometric random walk. When the number of periods in the binomial model goes to infinity, we obtain the famous Black-Scholes model.
This course is open to
Exchange students at the Faculty of Science and exchange students on a university-wide agreement. Please contact your international coordinator at the University of Gothenburg if you need to know more.
Entry requirements
The equivalent of the courses MMG200 Mathematics 1 and MSG110 Probability theory.
English proficiency
Incoming students should have an English level equivalent of B2 or higher as courses and materials, including presentations and exams, will be in English.
To assess your English level, you can use the self-assessment grid for reference: https://europa.eu/europass/en/common-european-framework-reference
Application
Do you want to apply for exchange studies at the University of Gothenburg?