Course unit, curriculum year 2025–2026
DATA.STAT.610
Financial Mathematics and Statistics, 5 cr
Tampere University
- Description
- Completion options
Teaching periods
Active in period 1 (1.8.2025–19.10.2025)
Course code
DATA.STAT.610Language of instruction
EnglishAcademic years
2024–2025, 2025–2026, 2026–2027Level of study
Advanced studiesGrading scale
General scale, 0-5Persons responsible
Responsible teacher:
Juho KanniainenResponsible organisation
Faculty of Information Technology and Communication Sciences 100 %
Coordinating organisation
Computing Sciences Studies 100 %
- Arbitrage pricing
- Derivative contracts in financial markets
- Pricing with tree models
- Stochastic processes for asset price modelling in continuous time
- Ito calculus
- Martingale approach to arbitrage theory
- Girsanov¿s theorem
- Derivative pricing and hedging in continuous time
- LIBOR market model
- Stochastic volatility in continuous time
- GARCH models for stochastic volatility
- Maximum likelihood estimation
Learning outcomes
Prerequisites
Further information
Learning material
Equivalences
Studies that include this course
Completion option 1
Course will be lectured on academic year 2024-2025 and 2026-2027 in 3rd and 4th period.
All parts of the completion option are compulsory.
Participation in teaching
No scheduled teaching