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 |
Programme | |
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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