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SF271V Web Based Course in Financial Mathematics 7.5 credits

Webbaserad grundkurs i finansiell matematik

Please note

The information on this page is based on a course plan that has been replaced by a later edition.

  • Educational level

    Second cycle

  • Academic level (A-D)

    C

  • Subject area

    Mathematics

  • Grade scale

    P, F

Course offerings

Autumn 12 Vecka 42-52 for single courses students

  • Periods

    Autumn 12 P2 (7.5 credits)

  • Application code

    10077

  • Start date

    15/10/2012

  • End date

    2012 week: 52

  • Language of instruction

    English

  • Campus

    -

  • Number of lectures

  • Number of exercises

  • Tutoring time

    Daytime

  • Form of study

    IT based distance

  • Number of places *

    5 - 100

    *) The Course date may be cancelled if number of admitted are less than minimum of places. If there are more applicants than number of places selection will be made.

Spring 13 Vecka 03-11 for single courses students

  • Periods

    Spring 13 P3 (7.5 credits)

  • Application code

    20040

  • Start date

    14/01/2013

  • End date

    2013 week: 13

  • Language of instruction

    English

  • Campus

    -

  • Number of lectures

  • Number of exercises

  • Tutoring time

    Evenings

  • Form of study

    IT based distance

  • Number of places *

    5 - 100

    *) The Course date may be cancelled if number of admitted are less than minimum of places. If there are more applicants than number of places selection will be made.

Spring 13 Vecka 12-21 for single courses students

  • Periods

    Spring 13 P4 (7.5 credits)

  • Application code

    20041

  • Start date

    18/03/2013

  • End date

    2013 week: 21

  • Language of instruction

    English

  • Campus

    -

  • Number of lectures

  • Number of exercises

  • Tutoring time

    Evenings

  • Form of study

    IT based distance

  • Number of places *

    5 - 100

    *) The Course date may be cancelled if number of admitted are less than minimum of places. If there are more applicants than number of places selection will be made.

Spring 13 for single courses students - To application

  • Periods

    Spring 13 P5 (7.5 credits)

  • Application code

    40020

  • Start date

    03/06/2013

  • End date

    2013 week: 35

  • Language of instruction

    English

  • Campus

    -

  • Number of lectures

  • Number of exercises

  • Tutoring time

    Daytime

  • Form of study

    IT based distance

  • Number of places *

    5 - 50

    *) The Course date may be cancelled if number of admitted are less than minimum of places. If there are more applicants than number of places selection will be made.

  • Application

    Apply for this course at antagning.se through this application link.
    Please note that you need to log in at antagning.se to finalize your application.

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.

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

Harald Lang <lang@kth.se>

Version

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