Master's Programme in Financial Mathematics
Credits: 60 (181-240) ECTS Course coordinator: Ljudmila A. Bordag
Program syllabus Application code: HH-13024
THE FIRST MASTER'S PROGRAM IN FINANCIAL MATHEMATICS IN SWEDEN
Thesis presentations spring 2009
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Program overview
Semester 1 Semester 2
Period 1 Period 2 Period 3 Period 4
Geometrical Properties of Differential Equations Applications to Financial Models
L.A. Bordag 		Numerical Methods in Finance
S. Larsson and M. Ehrhardt 		Thesis Project
L.A. Bordag
J.-O. Johansson
K.-J. Bäckström
E. Järpe
M. Ehrhardt
Optional courses:
Lie Algebras in Application to Differential Equations
K.-J. Bäckström 		Mathematical Methods of Portfolio Optimization
S. Pickenhain
Theory of Pricing in Stochastic Financial Models
Arbitrage Theory: Fundamental Theorem, Pricing and Evaluation
Methods of Optimal Stopping and Free-boundary Problems in Options of American Type
A. Shiryaev, M. Nechaev and L. Vostrikova
Stochastic Models of Dynamics of Prices
E. Järpe and J.-O. Johansson 		Differential Equations in Financial Mathematics Valuation of Financial Derivatives
L.A. Bordag
Foundations of Financial Markets Structures, Models and Economics of Financial Markets
P.O. Maneschiöld

The course Introduction to Financial Mathematics is not part of the Master's Programme in Financial Mathematics. It is intended as a complement for students who want to have a little more insight into what the courses of at the program include, and also to repeat some basic knowledge for students who feel a little rusty and want to have basic skills recapitulated.