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Introduction to Finance Mathematics

  • 7.5 credits

The aim of the course is to give an overview over some of the most common mathematical methods and models that are used in the financial sector. There are several different kinds of investors in the financial market today; not only companies, banks and other financial institutions but also many private investors with money in funds or other securities. Recently, trade in financial derivatives like options on other securities has increased rapidly. All this has generated an increased demand for knowledge on analysing all complex relationships and questions in a reliable way.

This course is about risk management for financial markets. Concepts treated are interest rate, arbitrage, forwards, options including Black-Scholes formula, optimal portfolios, CAPM and Value at risk.

Further course information will appear soon on this page. Until then, information can be found on the department website.

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