MMA700 Options and Mathematics, 7.5 hec


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.

Syllabus


The course is given
  • in the second half of spring (from autumn 16. the course is given the second half of autumn)
  • jointly with Chalmers MVE095

Course information 2016

 

Course information 2015


Course information 2014

  • Course coordinator: Christer Borell
  • Schedule 
 

Course information 2011

  • Course coordinator: Christer Borell
  • Schedule
 

Course information 2010

  • Course coordinator: Christer Borell
  • Schedule
 

Course information 2009 

  • Course coordinator: Christer Borell
  • Schedule
 

Course information 2008 

  • Course coordinator: Christer Borell
  • Schedule
 
 
 
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Page manager Published: Fri 16 Apr 2021.