Basic course on Financial Mathematics.
Select the semester and course offering above to get information from the correct course syllabus and course offering.
This course is aimed at those wants to achieve a general education in financial mathematics. It is also suitable as a preparation for the course SF2975 Financial Derivatives.
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Linear Algebra 5B1108 (or 5B1109), Calculus 5B1102 (or 5B1103), Probability Theory and Statistics 5B1501 (or Mathematical Statistics, Basic Course 5B1504/5B1506).
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To be announced at course start. Last time the following book was used:
J. Hull: Options, Futures and Other Derivatives, 4:th ed.
A, B, C, D, E, FX, F
Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.
The examiner may apply another examination format when re-examining individual students.
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Further information about the course can be found on the Course web at the link below. Information on the Course web will later be moved to this site.
Course web SF2701Mathematics
Second cycle
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Sigrid Källblad Nordin (sigridkn@kth.se)