BSc Honours in Mathematics of Finance (Programme code 02240276)

Admission requirements

An appropriate Bachelors degree with a minimum of 60% for each Mathematics/Applied Mathematics module on third-year level.

In the selection procedure the candidate’s complete undergraduate academic record will be considered. Real analysis on 3rd year level and Linear algebra on 2nd year level are required. (UP modules WTW 310 and WTW 211 / WTW 221)

Please note that there is a limited intake of new students each year.

The final approval is granted by the Faculty Postgraduate Committee.

Duration

Subject to other faculty regulations, a student must complete his or her honours studies within one year (or two years for part-time).

Programme composition

The program consists of seven honours coursework modules and a mandatory project.

Modules: Seven "WTW" honours modules (7x15 credits = 105 credits)

Project: WTW 795 or WTW 792: Project 795 or Project 792 (30 credits)

Total credits required: 135

Honours modules 

Please take note of the prerequisites for each module.

BSc Honours in Mathematics of Finance

Code
Module
Credits
Semester
Research:
Project 792  or  Project 795
30
year
Core modules:
WTW 710
Functional analysis 710
15
1
WTW 732
Mathematical models of financial engineering 732
15
1
WTW 733
Numerical analysis 733
15
1
WTW 734
Measure theory and probability 734
15
1
WTW 762
Mathematical models of financial engineering 762
15
2
WTW 764
Stochastic calculus 764
15
2
Elective modules (only one needed):
WTW 727   Special topics (if presented) 15 2
WTW 750
Mathematical optimisation 750
15
1
WTW 763
Finite element method 763
15
2
WTW 772
Mathematical methods and models 772
15
2
WTW 776
Partial differential equations of mathematical physics 776
15
2
LMO 710
Linear models 710
15
1
LMO 720
Linear models 720
15
2
MVA 710
Multivariate analysis 710
15
1
MVA 720
Multivariate analysis 720
15
2

A total of at least 135 credits is required.

 

yearbook link

Published by Annel Smit

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