MMA707 Analytical Finance 1

On exchanges and on the OTC (Over The Counter) markets, wide ranges of financial instruments are traded. Many instruments such as options, warrants, forwards, futures, bonds, notes, bills, swaps etc. are valued by mathematical models or by simulations. In financial engineering, valuation models are developed, studied and used to create new types of instrument by combinations of other instruments. The course in Analytical Finance I provide the students with a broad knowledge of models and methods used in the financial industry. A major part of the course discusses mathematical and numerical models for various instruments. By the end of this course the students should have sufficient knowledge of quantitative finance to understand most of the derivative contracts traded in the equity and fixed income markets and to value them.

Course information

Course syllabus and literature

Course materials

Teacher (fall13)

Examiner: Jan Röman