15 credits
Level 5
First Term
The course is a part of the MSc programme in Financial Mathematics and provides students with the theoretical and practical skills related to discrete time models of financial markets. It introduces basic notions and mathematical methods related to financial markets and it is concerned with mathematical models in discrete time.
15 credits
Level 5
Second Term
This course is a part of the MSc programme in Financial Mathematics. It is concerned with financial mathematical models in continuous time. The main topic is the Black-Scholes-Merton model from both theoretical and practical perspective.
15 credits
Level 5
Second Term
This course is a part of the MSc programme in Financial Mathematics. It is concerned with the analysis of time series and basic statistical tools related to finance.
60 credits
Level 5
Third Term
This course is a part of the MSc programme in Financial Mathematics. It provides the students with an opportunity to work independently on an interesting individual project and apply the knowledge gained in the other courses in the programme.
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