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Financial engineering 364


 
Module code WTW 364
Qualification Undergraduate
Faculty Faculty of Natural and Agricultural Sciences
Module content

Discrete time financial models: Arbitrage and hedging; the binomial model. Continuous time financial models: The Black-Scholes formula; pricing of options and the other derivatives; interest rate models; numerical procedures.
Module credits 18.00
NQF Level 07
Service modules Faculty of Economic and Management Sciences
Prerequisites WST 211, WTW 124, WTW 218 and WTW 286/264
Contact time 1 tutorial per week, 2 lectures per week
Language of tuition Module is presented in English
Department Mathematics and Applied Mathematics
Period of presentation Semester 2
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