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Introduction to financial mathematics (2025/2026: Period 2)
Course aim
No data about the course aim is available.
Course content
No data about the course content is available.
Instructional formats
Werkcollege
Examination
Final result
Required | Weight 100% | ECTS 7.5
Entry requirements and preknowledge
Entry Requirements
No data about mandatory entry requirements is available.
Preknowledge
WISB161 Probability theory. An exposure to measure theory and stochastic processes are recommended but not required.
Languages
- English
- Dutch
Course Iterations
Related studies
- Computer science and mathematics per 2019-2020
- Computer science and mathematics per 2022-2023
- Computer science and mathematics per 2024-2025
- Minor Mathematics
- Physics and Mathematics 2023-2024
- Physics and mathematics per 2019-2020
- Physics and mathematics per 2020-2021
- Physics and Mathematics from 2024-2025
- Physics and Mathematics from 2025-2026
- Mathematics and Economics per 2022-2023
- Mathematics and Economics per 2024-2025
- Wiskunde en toepassingen per 2019-2020
- Wiskunde en toepassingen per 2022-2023
- Wiskunde en toepassingen vanaf 2024-2025
- Mathematics per 2019-2020
- Mathematics per 2022-2023
- Mathematics per 2024-2025
Exams
There is no timetable available of the exams
Required Materials
No information available on the required literature
Recommended Materials
-
BOEKStochastic Calculus for Finance II: Continuous time Models. Steven Shreve. Springer-Verlag London Limited 2008. ISBN 978-0-387-40101-0 Dit boek is o.a. te bestellen bij A-Eskwadraat.
Coördinator
| prof. dr. ir. C.W. Oosterlee | c.w.oosterlee@uu.nl |
Lecturers
| prof. dr. ir. C.W. Oosterlee | c.w.oosterlee@uu.nl |
Enrolment
Enrollment
From Monday 15 September 2025 up to and including Friday 26 September 2025
Late enrollment
From Monday 20 October 2025 up to and including Tuesday 21 October 2025
Enrollment closed
Permanent link to course page
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