| Modulekode | WTW 364 |
| Kwalifikasie | Undergraduate |
| Fakulteit | Faculty of Natural and Agricultural Sciences |
| Module-inhoud | 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. |
| Modulekrediete | 18.00 |
| NQF Level | 07 |
| Programme | |
| Service modules | Faculty of Economic and Management Sciences |
| 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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