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Financial engineering 354


 
Module code WTW 354
Qualification Undergraduate
Faculty Faculty of Natural and Agricultural Sciences
Module content

Mean variance portfolio theory. Market equilibrium models such as the capital asset pricing model. Factor models and arbitrage pricing theory. Measures of investment risk. Efficient market hypothesis. Stochastic models of security prices
Module credits 18.00
NQF Level 07
Service modules Faculty of Engineering, Built Environment and Information Technology
Faculty of Economic and Management Sciences
Prerequisites WST 211, WTW 211 and WTW 218
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 1
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