| 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 |
| Programmes |
BCom Statistics
BSc Information Technology Information and Knowledge Systems BSc(Computer Science) Computer Science BSc Actuarial and Financial Mathematics BSc Applied Mathematics BSc Chemistry BSc Environmental and Engineering Geology BSc Environmental Sciences BSc Geography BSc Geoinformatics BSc Geology BSc Mathematical Statistics BSc Mathematics BSc Meteorology BSc Physics |
| 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 | Double Medium |
| Academic organisation | Mathematics and Applied Maths |
| Period of presentation | Semester 1 |
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