Financial Mathematics

This specialization is a cooperation with the School of Business, Economics, and Law (Handelshögskolan) at University of Gothenburg.

Specialization requirements

In addition to the general requirements, you need the compulsory courses

at least three of the courses

and at least two of these courses given at the School of Business, Economics and Law:

Courses with codes GMxxxx or HNFxxx are given at Handelshögskolan. Other courses, (MMA/MSA) are given at the Department of Mathematical Sciences.

Courses in business and economics

Courses with course codes GMxxxx are given at Handelshögskolans Graduate School. To sign up for these courses contact program coordinator Hjalmar Rosengren.

Courses with course codes HNFxxx are given as part of Handelshögskolans Bachelor degree in Economics. For more information about these courses, and to sign up, contact Katarina Renström.

As a master student in mathematical sciences, you may also attend other courses in the Master of Science in Finance at Handelshögskolan. See their web pages for information about such courses.

Your study plan

Before you start the studies you should contact the program coordinator Stefan Lemurell to set up an individual study plan.

The three compulsory courses and one of the specialization courses listed above and given at the Department of Mathematical Sciences are required before the student can be registered for either MMA930 Thesis in Mathematics for the two-year Master Program in Mathematical Sciences, specialisation Finance Mathematics, or MSA930 Thesis in Mathematical Statistics for the two-year Master Program in Mathematical Sciences, specialisation Finance Mathematics

Schedule for some relevant courses

Specialization courses Other courses
Early autumn (HT1) MSA350 Stochastic calculus
MSA101 Computational Methods for Bayesian Statistics
GM0701 Advanced Microeconomic Theory (**)
HNF635(NEG300) Portfolio Investments (**)
GM1015 Advanced Corporate Finance (*)
MMA110 Integration theory
Late autumn (HT2) MMG810 Options and Mathematics 
GM1002 Financial Institutions and Markets (**)

MMA500 Project course in partial differential equations (2)
MMA 520 Project course in modeling​
Early spring (VT1) MMA710 Financial derivatives and pde
MMA630 Computational methods for stochastic differential equations
MSF100 Statistical inference principles (1)
Late spring (VT2) MSA220 Statistical Learning for Big Data
MSA400 Financial risk
MSA410 Financial time series
GM1014 Applied Portfolio Management (**)
MMA430 Partial differential equations II
MMA930 Thesis in Mathematics for the two-year Master Program in Mathematical Sciences, specialisation Finance Mathematics or MSA930 Thesis in Mathematical Statistics for the two-year Master Program in Mathematical Sciences, specialisation Finance Mathematics is normally done at half speed during the second year.

(1) The course is given in academic years starting with ayear with an odd number, e.g., 17-18.
(2) The course is given in academic years starting with a year with an even number, e.g., 18-19.

Most of the courses at Handelshögskolan goes at full speed and (*) means that they run in the first half of the study period and (**) that they run in the second half.

Published: Fri 05 Oct 2012. Modified: Fri 30 Aug 2019