For information on South Africa's response to COVID-19 please visit the COVID-19 Corona Virus South African Resource Portal.
Search our site :

14 NQF credits at HEQSF level 8

Course entry requirements: See entrance requirements for the Honours in Financial Analysis and Portfolio Management

Course outline:

The aim of this course is to introduce the theory and mechanics of derivative and to cover the operations of the main types of derivative securities. The topics covered in the course forward and futures contracts, the Binomial framework for pricing options, the Black-Scholes method for pricing options, swaps, warrants and convertibles, financial engineering, the yield curve. Students should be able to apply at the workplace their knowledge gained in the course.

DP requirements: None

Lecture Times: Lectures are twice a week in the evenings Or on Tuesdays and Saturdays only.

Assessment: Examination 70% other assessments 30%

Last updated : 29 May 2019

There are no downloads available.