Financial engineering 354


 
Modulekode WTW 354
Kwalifikasie Undergraduate
Fakulteit Faculty of Natural and Agricultural Sciences
Module-inhoud

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

Modulekrediete 18.00
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 Afrikaans and English are used in one class
Department Mathematics and Applied Mathematics
Period of presentation Semester 1

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