MSc in Financial Engineering (Programme code 02250188)

Admission requirements

An appropriate BScHons degree in Financial Engineering with a minimum of 60% for all modules at honours level. In the selection procedure the candidate’s complete undergraduate and honours academic record will be considered.

Admission is subject to the availibility of a suitable supervisor. 

The final approval is granted by the Faculty Postgraduate Committee.

Duration

Subject to other faculty regulations, a student must complete his or her masters studies within two years after first registering for the degree. 

Programme composition

The programme consists of two mandatory non-credit bearing master’s coursework modules and a dissertation (180 credits). 

Modules: Any two of WTW 831, WTW 832, or WTW 833 Master's modules (mandatory, non-credit bearing)

Dissertation: WTW 894 Dissertation: Financial Engineering 894 (180 credits)

Total credits required: 180

A concept article for a reputable journal or conference must be submitted during the research period.

Masters modules

Please take note of the prerequisites for each module.

The availability of modules and the semester of presentation will be communicated at the start of the academic year.

Module code

Module name

Prerequisites

Coursework - any two of

WTW 831

Mathematical and computational finance 831

Financial Engineering on Honours level.

WTW 832

Advanced methods of financial engineering 832

Financial Engineering on Honours level.

WTW 833

 Quantitative risk management 833

Financial Engineering on Honours level.

Dissertation:

WTW 894

Dissertation: Financial Engineering 894

Total credits required: 180
 
 

 

Published by Annel Smit

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