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Mathematical signs and patterns
Photo: /Konstnär: Per Petersson
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Options and Mathematics

Course
MMG810
Bachelor’s level
7,5 credits (ECTS)

About

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.

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more information

Prerequisites and selection

Requirements

The equivalent of the courses MMG200 Mathematics 1 and MSG110 Probability theory.

Facilities

Mathematical
Sciences is a joint department of Chalmers/University of Gothenburg. Your
education takes place in the spacious and bright premises of Mathematical
Sciences at the Chalmers campus Johanneberg, where there are lecture halls,
computer rooms and group rooms. Here you can also find student lunch room and
reading room, as well as student counsellors and student office.

Maps for
Campus Johanneberg