NQF credits: 15 at HEQSF level 8
Course convener: Professor DR Taylor
Course entry requirements: Acceptance into MPhil in Mathematical Finance.
The course SAFM introduces the mechanics of South African financial markets from a theoretical and practical perspective. It includes fundamental material on financial mathematics and derivatives pricing with key emphasis on money market and fixed income instruments. The course content also covers inflation linked and currency products.
DP Requirements: None.
- Final examination 60%
- Assignments and class tests 40%
Last updated : 13 Apr 2015