| Modulekode | WTW 712 |
| Kwalifikasie | Nagraads |
| Fakulteit | Fakulteit Natuur- en Landbouwetenskappe |
| Module-inhoud | *Hierdie inligting is slegs in Engels beskikbaar. An introduction to Markowitz portfolio theory and the capital asset pricing model. Analysis of the deficiencies in these methods. *Hierdie inligting is slegs in Engels beskikbaar. Sensitivity based risk management. Standard methods for Value-at-Risk calculations. RiskMetrics, delta-normal methods, Monte Carlo simulations, back and stress testing. |
| Modulekrediete | 15.00 |
| Programme | |
| Voorvereistes | Registrasie word vir WTW 732 vereis |
| Kontaktyd | 1 lesing per week |
| Onderrigtaal | Module word in Engels aangebied |
| Departement | Wiskunde en Toegepaste Wiskunde |
| Aanbiedingstydperk | Jaar |
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