Analytical Finance I
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.
Occasions for this course
Autumn semester 2024
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Apply for freestanding course to Analytical Finance I to Autumn semester 2024 (part time 50%) to Analytical Finance I to Autumn semester 2024 (part time 50%) Apply for programme course
Scope
7.5 credits
Time
2024-11-11 - 2025-01-19 (part time 50%)
Education level
Second cycle
Course type
Freestanding course, Programme course
Application code
MDU-21108
Language
English
Study location
Västerås
Course syllabus & literature
See course plan and literature list (MMA707)Specific requirements
At least totally 120 credits in the engineering, natural sciences, business administration or economics areas including Probability 7.5 credits or equivalent. In addition Swedish course B/Swedish course 3 and English course A/English course 6 are required. For courses given entirely in English exemption is made from the requirement in Swedish course B/Swedish course 3.
Selection
University credits