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Advanced methods of financial engineering 832


 
Modulekode WTW 832
Kwalifikasie Postgraduate
Fakulteit Faculty of Natural and Agricultural Sciences
Module-inhoud

*Consult with the head of the department of Mathematics and Applied Mathematics about the availability of this master’s module in a particular year.
Interest rate derivatives. Stochastic volatility models. Models to improve on the flaws in the Black-Scholes model. Principles of deal structuring. Principles of mathematical models. Specialised methods for interest rate and exotic derivatives. Application of numerical methods to relevant practical problems.
Modulekrediete 0.00
Prerequisites Financial Engineering on honours level
Contact time 3 lectures per week
Language of tuition Module is presented in English
Department Mathematics and Applied Mathematics
Period of presentation Year
Die inligting wat hier verskyn, is onderhewig aan verandering en kan na die publikasie van hierdie inligting gewysig word.. Die Algemene Regulasies (G Regulasies) is op alle fakulteite van die Universiteit van Pretoria van toepassing. Dit word vereis dat elke student volkome vertroud met hierdie regulasies sowel as met die inligting vervat in die Algemene Reëls sal wees. Onkunde betrefffende hierdie regulasies en reels sal nie as ‘n verskoning by oortreding daarvan aangebied kan word nie.

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