| Modulekode | WTW 762 |
| Kwalifikasie | Nagraads |
| Fakulteit | Fakulteit Natuur- en Landbouwetenskappe |
| Module-inhoud | *Hierdie inligting is slegs in Engels beskikbaar. Exotic options, arbitrage relationships, Black-Scholes PDE and solutions, hedging and the Miller-Modigliani theory, static hedging, numerical methods, interest rate derivatives, BDT model, Vasicek and Hull-White models, complete markets, stochastic differential equations, equivalent Martingale measures. |
| Modulekrediete | 15.00 |
| Programme | |
| Voorvereistes | WTW 732 of WTW 364 |
| Kontaktyd | 2 lesings per week |
| Onderrigtaal | Module word in Engels aangebied |
| Departement | Wiskunde en Toegepaste Wiskunde |
| Aanbiedingstydperk | Semester 2 |
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