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Swedish House of Finance
  • About
  • Research
  • National PhD program
    • Core courses
    • Mini courses
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    • PhD Seminars
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Continuous Time Finance

Johan Waldén July 26 - August 5, 2021, (Swedish House of Finance - Stockholm School of Economics)

Description

The object of this course is to provide an introduction to continuous time finance, including
arbitrage theory, stochastic optimal control theory, and dynamic equilibrium theory. The course
also contains an introduction to stochastic differential equations and Itô calculus, which are the
main mathematical tools used in this field of research.

This course is given within the Doctoral Course Program in Finance by the Swedish House of Finance (SHoF).

 

Course credit 

7.5 ECTS

Registration

Please register in advance with the course secretary Jenny Wahlberg Andersson


e-mail:jenny.wahlberg.andersson@hhs.se

 

Registration deadline: June 30, 2021

Syllabus

Read more

Schedule 2020 (Hybrid)

Classes will be held online via zoom or at the premises of SHoF, Drottninggatan 98, 111 60 Stockholm on the following days:

July 26: 10-12
July 27: 10-12 & 14-16
July 28: 10-12 & 14-16
July 29: 10-12 & 14-16
Aug 2: 10-12 & 14-16
Aug 3: 10-12 & 14-16
Aug 4: 10-12 & 14-16
Aug 5: 10-12

Travel Stipends

SHoF offers travel stipends to PhD students from Swedish universities. To apply, please send a brief motivation letter/mail by the supervisor and a budget to jenny.wahlberg.andersson@hhs.se.
The Nordic Finance Network (NFN) offers travel stipends to PhD students from other Nordic countries who come from one of the NFN member institutions.
Information on how to apply for NFN travel stipends is on http://nfn.aalto.fi/courses.htm.

Swedish House of Finance

Drottninggatan 98, 111 60 Stockholm

info@houseoffinance.se +46 8 736 91 00
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