Financial engineering 354

Module code WTW 354
Qualification Undergraduate
Faculty Faculty of Natural and Agricultural Sciences
Module content

Mean variance portfolio theory. Market equilibrium models such as the capital asset pricing model. Factor models and arbitrage pricing theory. Measures of investment risk. Efficient market hypothesis. Stochastic models of security prices

Module credits 18.00
Service modules Faculty of Engineering, Built Environment and Information Technology
Faculty of Economic and Management Sciences
Prerequisites WST 211, WTW 211 and WTW 218
Contact time 1 tutorial per week, 2 lectures per week
Language of tuition Double Medium
Academic organisation Mathematics and Applied Maths
Period of presentation Semester 1

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