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Introduction to Finance Mathematics

The aim of the course is to give an introduction to mathematical finance.

Among other topics, the course covers derivative pricing, financial portfolio management and interest rate theory.


The maths courses mentioned under Eligibility are old versions of courses, and correspond to the current courses Mathematics II - Analysis, part A (MM5010) and Mathematics II - Linear algebra (MM5012).

Course contents

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.