SF271V Web Based Course in Financial Mathematics 7.5 credits

Webbaserad grundkurs i finansiell matematik

Please note

This course has been cancelled.

The information on this page is based on a course syllabus that has been replaced by a later edition.

  • Educational level

    Second cycle
  • Academic level (A-D)

    C
  • Subject area

    Mathematics
  • Grade scale

    P, F

Last planned examination: Spring 16.

At present this course is not scheduled to be offered.

Learning outcomes

To give basic knowledge of mathematical models within the field of Financial Mathematics. For further information, please contact the teacher/contact person concerned.

Course main content

The correlation between prices now, forward prices, future prices and rate of interest. For further information, please contact the teacher/contact person concerned.

Disposition

Internet course on distance at a basic level. For further information, pleast contact the teacher/contact person concerned.

Eligibility

  • 7,5 academic credits in Mathematics or 60 credits in Political Economics and
  • 6 credits in Mathematical Statistics and
  • documented proficieny in English A or equivalent.

Recommended prerequisites

Basic knowledge of probability theory is recommended.

Literature

The literature is mostly electronic (see above) and free of charge for those following the course after admission.l For further information, please contact the teacher/contact person concerned.

Required equipment

Computer with Internet connection, web reader handling Flash and Java applets. There is no need of specific installment of a specific programme.

Examination

  • TEN1 - Examination, 1.5, grade scale: P, F
  • TEN2 - Examination, 1.5, grade scale: P, F
  • TEN3 - Examination, 1.5, grade scale: P, F
  • TEN4 - Examination, 1.5, grade scale: P, F
  • TEN5 - Examination, 1.5, grade scale: P, F

Examination: Examination is carried out on Internet. For further information, please contact the teacher/contact person concerned.

Offered by

SCI/Mathematics

Contact

info@rcn.kth.se

Examiner

Henrik Hult <hult@kth.se>

Version

Course syllabus valid from: Spring 10.
Examination information valid from: Autumn 07.