KTH Mathematics

Mathematical Statistics

SF2701 Financial mathematics, basic course

  • Short course description
  • Preliminary plan for the course in 2017
  • Schedule 2017
  • Course literature:
    • (1) Fundamentals of Futures and Options Markets (J. Hull, Prentice-Hall) or
    • (2) Options, Futures, and Other Derivatives (J. Hull, Prentice-Hall)
    (1) can be bought at Krbokhandeln and is the main textbook this year. (2) contains more than than (1), but is also more expensive, and there are fewer exercises in (2)!. It would seem that also (2) can be bought at Krbokhandeln this year. It has been ordered and will be in shortly.
  • Additional material
  • Exercises
  • Homework sets
  • Previous exams Here is a list with exercises you can not solve.
  • Examination details. You are allowed to bring a calculator but no other special aids. The exam will consist of five exercise each rewarded with a maximum of 10 points. To pass the exam you need at least 25 out of the 50 possible points.
  • Examiner: Camilla Landen.
    Office hour: Tuesdays 10.30-11.30. If you can, please send an e-mail if you plan to come. Note that the office hour Tuesday May 2 is moved to Thursday May 4 13.30-14.30
    Teacher: Camilla Landen.
  • E-mail address to Camilla: landen@kth.se

There will be a written exam Wednesday August 16 2017, 08.00-13.00. The room for the exam is found here .
Registration for the exam is mandatory.

Questions concerning registration for the course and other administrative matters should be addressed to the student affairs office. The homepage for the student affairs office can be reached via the following links:

To Mathematical Statistics
To Mathematical Statistics Courses
Published by: Filip Lindskog
Updated: 03/03-2010