| Code | Faculty |
|---|---|
| 02240277 | Fakulteit Natuur- en Landbouwetenskappe |
| Credits | Duration |
|---|---|
| Minimum duur van studie: 1 jaar | Totale krediete: 135 |
Renewal of registration
In calculating marks, General Regulation G.12.2 applies.
Apart from the prescribed coursework, a research project is an integral part of the study.
An appropriate BSc or bachelor's degree with a minimum of 60% for all modules on third-year level. In the selection procedure the candidates complete undergraduate academic record will be considered. In particular, it is required that the candidate has completed Ccalculus, Ddifferential equations and Llinear algebra on second-year level each with a mark of at least 60% ( UP modules WTW 218, WTW 264 / WTW 286 and WTW 211 / WTW 221).
Hierdie inligting is slegs in Engels beskikbaar.
The progress of all honours candidates is monitored biannually by the postgraduate coordinator/head of department. A candidate’s study may be terminated if the progress is unsatisfactory or if the candidate is unable to finish his/her studies during the prescribed period.
The BScHons degree is awarded with distinction to a candidate who obtains a weighted average of at least 75% in all the prescribed modules and a minimum of 65% in any one module.
Minimum krediete: 135
Hierdie inligting is slegs in Engels beskikbaar.
Core credits: 91
Elective credits: 44
The Postgraduate Coordinator has to approve the final programme composition for this programme.
Module-inhoud:
* Hierdie inligting is slegs in Engels beskikbaar.
• Monte Carlo Simulation
• Continuous Simulation
• System Dynamics
• Multi-objective Decision-making
• Operations Research
• Decision Analysis
• Discrete Simulation
Module-inhoud:
*Hierdie inligting is slegs in Engels beskikbaar.
Introduction to markets and instruments. Futures and options trading strategies, exotic options, arbitrage relationships, binomial option pricing method, mean variance hedging, volatility and the Greeks, volatility smiles, Black-Scholes PDE and solutions, derivative disasters.
Module-inhoud:
*Hierdie inligting is slegs in Engels beskikbaar.
Classical optimisation: Necessary and sufficient conditions for local minima. Equality constraints and Lagrange multipliers. Inequality constraints and the Kuhn-Tucker conditions. Application of saddle point theorems to the solutions of the dual problem. One-dimensional search techniques. Gradient methods for unconstrained optimisation. Quadratically terminating search algorithms. The conjugate gradient method. Fletcher-Reeves. Second order variable metric methods: DFP and BFCS. Boundary following and penalty function methods for constrained problems. Modern multiplier methods and sequential quadratic programming methods. Practical design optimisation project.
Module-inhoud:
*Hierdie inligting is slegs in Engels beskikbaar.
Exotic options, arbitrage relationships, Black-Scholes PDE and solutions, hedging and the Miller-Modigliani theory, static hedging, numerical methods, interest rate derivatives, BDT model, Vasicek and Hull-White models, complete markets, stochastic differential equations, equivalent Martingale measures.
Module-inhoud:
*Hierdie inligting is slegs in Engels beskikbaar.
A company's ability to remain competitive in modern times hinges increasingly on its ability to perform systems engineering. The technology and complexity of a company's products appears to steadily increase and with it, the risks that need to be managed. This module provides specialised knowledge to apply systems engineering by understanding the tools, processes and management fundamentals.
Module-inhoud:
*Hierdie inligting is slegs in Engels beskikbaar.
Projection matrices and sums of squares of linear sets. Estimation and the Gauss-Markov theorem. Generalised t- and F- tests.
Module-inhoud:
*Hierdie inligting is slegs in Engels beskikbaar.
The singular normal distribution. Distributions of quadratic forms. The general linear model. Multiple comparisons. Analysis of covariance. Generalised linear models. Analysis of categorical data.
Module-inhoud:
*Hierdie inligting is slegs in Engels beskikbaar.
Matrix algebra. Some multivariate measures. Visualising multivariate data. Multivariate distributions. Samples from multivariate normal populations. The Wishart distribution. Hotelling’s T ² statistic. Inferences about mean vectors.
Module-inhoud:
*Hierdie inligting is slegs in Engels beskikbaar.
The matrix normal distribution, correlation structures and inference of covariance matrices. Discriminant analysis. Principal component analysis. The biplot. Multidimensional scaling. Exploratory factor analysis. Confirmatory Factor analysis and structural equation models.
Module-inhoud:
*Verwys na die Engelse weergawe van die Course Catalogue.Module-inhoud:
*Hierdie inligting is slegs in Engels beskikbaar.
An introduction to Markowitz portfolio theory and the capital asset pricing model. Analysis of the deficiencies in these methods. *Hierdie inligting is slegs in Engels beskikbaar.
Sensitivity based risk management. Standard methods for Value-at-Risk calculations. RiskMetrics, delta-normal methods, Monte Carlo simulations, back and stress testing.
Module-inhoud:
*Hierdie inligting is slegs in Engels beskikbaar.
An analysis as well as an implementation (including computer programs) of methods are covered. Numerical linear algebra: Direct and iterative methods for linear systems and matrix eigenvalue problems: Iterative methods for nonlinear systems of equations. Finite difference method for partial differential equations: Linear elliptic, parabolic, hyperbolic and eigenvalue problems. Introduction to nonlinear problems. Numerical stability, error estimates and convergence are dealt with.
Module-inhoud:
*Hierdie inligting is slegs in Engels beskikbaar.
Study of main principles of analysis in the context of their applications to modelling, differential equations and numerical computation. Specific principles to be considered are those related to mathematical biology, continuum mechanics and mathematical physics as presented in the modules WTW 772, WTW 787 and WTW 776, respectively.
Module-inhoud:
*Hierdie inligting is slegs in Engels beskikbaar.
An analysis as well as an implementation (including computer programs) of methods is covered. Introduction to the theory of Sobolev spaces. Variational and weak formulation of elliptic, parabolic, hyperbolic and eigenvalue problems. Finite element approximation of problems in variational form, interpolation theory in Sobolev spaces, convergence and error estimates.
Copyright © University of Pretoria 2024. All rights reserved.
Virtual Campus
Get Social With Us
Download the UP Mobile App