Advanced methods of financial engineering 832

Module code WTW 832
Qualification Postgraduate
Faculty Faculty of Natural and Agricultural Sciences
Module content

*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.

Module credits 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

The information published here is subject to change and may be amended after the publication of this information. The General Regulations (G Regulations) apply to all faculties of the University of Pretoria. It is expected of students to familiarise themselves well with these regulations as well as with the information contained in the General Rules section. Ignorance concerning these regulations and rules will not be accepted as an excuse for any transgression.

Copyright © University of Pretoria 2022. All rights reserved.

FAQ's Email Us Virtual Campus Share Cookie Preferences