Module code | WTW 364 |
Qualification | Undergraduate |
Faculty | Faculty of Natural and Agricultural Sciences |
Module content | 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. |
Module credits | 18.00 |
Programmes | |
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 |
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