120 credits in science/engineering including Mechanics III and Quantum physics. Proficiency in English equivalent to the Swedish upper secondary course English 6.
This course discusses similarities of concepts and methods in finance and physics in order to enhance the cross-fertilisation of these fields. The course contains portfolio theory and constrained optimisation, relations between stochastic differential equations, regression models, time series and forecasting. Bubbles, crashes and path integrals in physics and finance is also part of the course.
