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.

- in the second half of spring (from autumn 16. the course is given the second half of autumn)
- jointly with Chalmers MVE095

### Course information 2016

- Course coordinator: Simone Calogero
- Schedule 2016

### Course information 2015

- Course coordinator: Simone Calogero
- Schedule 2015

### Course information 2014

- Course coordinator: Simone Calogero
- Schedule

- Course coordinator: Christer Borell
- Schedule

- Course coordinator: Christer Borell
- Schedule

### Course information 2011

- Course coordinator: Christer Borell
- Schedule

### Course information 2010

- Course coordinator: Christer Borell
- Schedule

### Course information 2009

- Course coordinator: Christer Borell
- Schedule

### Course information 2008

- Course coordinator: Christer Borell
- Schedule