Modulekode | WTW 364 |
Kwalifikasie | Undergraduate |
Fakulteit | Faculty of Natural and Agricultural Sciences |
Module-inhoud | Discrete time financial models: Arbitrage and hedging; the binomial model. Continuous time financial models: The Black-Scholes formula; pricing of options and the other derivatives; interest rate models; numerical procedures. |
Modulekrediete | 18.00 |
NQF Level | 07 |
Programme | |
Service modules | Faculty of Economic and Management Sciences |
Prerequisites | WST 211, WTW 124, WTW 218 and WTW 286/264 |
Contact time | 1 tutorial per week, 2 lectures per week |
Language of tuition | Module is presented in English |
Department | Mathematics and Applied Mathematics |
Period of presentation | Semester 2 |
Copyright © University of Pretoria 2024. All rights reserved.
Get Social With Us
Download the UP Mobile App