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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 1.00
NQF Level 09
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
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