Analytical Finance II
In Analytical Finance II the students will broaden their knowledge of models and methods used in the financial industry. The major part of the course will focus on mathematical and numerical methods for fixed income instruments such as bills, notes and bonds, caps, floors and swaps and many others. By the end of this course the students should have broad knowledge in solving financial problems.
Occasions for this course
Autumn semester 2025
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Scope
7.5 credits
Time
2025-09-01 - 2025-11-09 (part time 50%)
Education level
Second cycle
Course type
Freestanding course
Application code
MDU-21119
Language
English
Study location
Västerås
Course syllabus & literature
See course plan and literature list (MMA708)Specific requirements
At least 120 credits totally from the areas engineering, natural sciences, business administration or economics, including Stochastic Processes, 7.5 credits, or equivalent.
In addition, Swedish course 3/Swedish course B and English course 6/English course A are required. For courses given entirely in English, exemption is made from the requirement in Swedish course 3/Swedish course B.
Selection
University credits