Options and Mathematics
About
In this course you will get an introduction to mathematical finance with an emphasis on stock and currency options. The basic concepts of mathematical finance, such as arbitrage, self-financing strategies, hedging, etc, will be defined clearly in the context of the binomial model, where the stock process is a geometric random walk. When the number of periods in the binomial model goes to infinity, we obtain the famous Black-Scholes model.
Prerequisites and selection
Entry requirements
The equivalent of the courses MMG200 Mathematics 1 and MSG110 Probability theory.
Selection
All eligible applicants who have applied before the deadline will be granted a place.
Facilities
Mathematical 91̽»¨s is a joint department of Chalmers/University 91̽»¨. Your education takes place in the spacious and bright premises of Mathematical 91̽»¨s at the Chalmers campus Johanneberg, where there are lecture halls, computer rooms and group rooms. Here you can also find student lunch room and reading room, as well as student counsellors and student office.
