MMG810 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.

The course is given
  •  in the second half of autumn
  • jointly with Chalmers MVE095


Course information 2021


Course information 2020


Course information 2019

Course information 2018



Course information 2017


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