| Modulekode | WTW 712 |
| Kwalifikasie | Postgraduate |
| Fakulteit | Faculty of Natural and Agricultural Sciences |
| Module-inhoud | An introduction to Markowitz portfolio theory and the capital asset pricing model. Analysis of the deficiencies in these methods. Sensitivity based risk management. Standard methods for Value-at-Risk calculations. RiskMetrics, delta-normal methods, Monte Carlo simulations, back and stress testing. |
| Modulekrediete | 15.00 |
| Programme | |
| Prerequisites | Enrolment for WTW 732 required. |
| Contact time | 1 lecture per week |
| Language of tuition | Module is presented in English |
| Department | Mathematics and Applied Mathematics |
| Period of presentation | Year |
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