BSc Honours in Financial Engineering (Programme code 02240277)

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. A minimum of 60% each in the following subjects/modules (or equivalent) is required: Calculus, Differential equations and Linear algebra on 2nd year level. (UP modules WTW 218, WTW 286 / WTW 264 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 honours modules (15 credits each = 105 credits)

Project: WTW 792: Project 792 (30 credits)

Total credits required: 135

Honours modules 

Please take note of the prerequisites for each module.

BSc Honours in Financial Engineering

Code
Module
Credits
Semester
Research:
WTW 792
Project 792
30
year
Core modules:
BAN 7801
Industrial analysis 7801
16
block lectures
WTW 732
Mathematical models of financial engineering 732
15
1
WTW 750
Mathematical optimisation 750
15
1
WTW 762
Mathematical models of financial engineering 762
15
2
Elective modules:
WTW 712
Modern portfolio theory 712
15
year
WTW 727 Special topics 727 (if presented) 15 2
WTW 733
Numerical analysis 733
15
1
WTW 735
Main principles of analysis in applications 735
15
1
WTW 763
Finite element method 763
15
2
ISE 780
Systems engineering 780
16
block lectures
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
Any other postgraduate module from this department as approved by the Postgraduate Coordinator, provided that the prerequisites are met.

A total of at least 135 credits is required.

1 Students who have included Statistics, Mathematical Statistics or Industrial Engineering in their undergraduate degree programme, will not be allowed to take this module.  An additional module from the list of electives should be included in the programme composition.

yearbook link

Published by Annel Smit

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