KTH Mathematics |

The modelling of financial markets have attracted a lot of interest during the recent years. Fluctuations in prices are examples of random phenomena and therefore financial mathematics is to a large extent a part of mathematical statistics.
SF2701 Financial Mathematics, 7.5 credits, period 4, level D SF2940 Probability Theory, 7.5 credits, period 1, level D SF2943 Time Series Analysis, 7.5 credits, period 4, level D SF2950 Applied mathematical statistics, 7.5 credits, period 3, level D SF2955 Computer Intensive Methods in Mathematical Statistics 7.5 credits, period 4, level D SF2970 Martingales and Stochastic Integrals, 6 credits, period 2, level D SF2972 Game Theory 7,5 credits, period 3, level D (given every second year, next time in 2015) SF2942 Portfolio Theory and Risk Management 7.5 credits, period 1, level D SF2975 Financial Derivatives 7.5 credits, period 3, level D SF2980 Risk Management 7.5 credits, period 2, level D Optional courses in insurance mathematics given at Stockholm University fit nicely into the studies. See this link for further details. A suitable optional course for students in Financial Mathematics is
Suitable optional courses for students in Financial Mathematics are courses in computational mathematics and courses in optimization and systems theory as well as other courses in mathematics at the advanced level.
can be found at our webpage on undergraduate studies.
in Financial Mathematics you must take the courses
Furthermore, you must accuire special qualification within a field, which can be
or
SF299X Degree Project in Mathematical Statistics, Second Level 30.0 credits KTH's
rules for master theses Read more here on writing a master thesis in Financial Mathematics (in Swedish). Contact: Jimmy Olsson,
Boualem Djehiche. email: boualem@math.kth.se, Tel: 790 7875 Henrik Hult. email: hult@kth.se Tel. 790 6911 Timo Koski. email: tjtkoski<kanelbulle>kth.se Tel. 790 7134 Camilla Landén email: camilla@math.kth.se Tel: 790 8466 Jimmy Olsson email: jimmyol@kth.se Tatjana Pavlenko email: pavlenko@math.kth.se Tel. 790 8466 Anders Szepessy
(Numerisk analys). email: szepessy@nada.kth.se
Tel. 7907494 |