Bachelor of Commerce Honours in Financial Risk Management
The Bachelor of Commerce Honours in Financial Risk Management entails financial mathematical statistics, advanced financial derivatives, financial risk management, advanced modern portfolio management theory, practical financial modelling (Excel and Visual Basic), credit derivatives, alternative investments, stochastic financial simulation and financial risk management programming (R/S Plus, SAS Risk Dimensions, Mathlab).
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Please note that selection for postgraduate programmes is highly competitive. Meeting the minimum admission requirements does not guarantee admission to the programme.
Minimum toelatingsvereistes
Admission requirements
A BCom degree with Financial Risk Management, Financial Mathematics and Mathematical Statistics as third-year subjects.
An average mark of at least 60% for Financial Risk Management 314 and 344.
Selection
The number of students selected will be influenced by, among other things, staff capacity and the availability of resources within the Department, as well as academic merit and University transformation objectives. As staff capacity and resources may fluctuate from year to year, the number of students selected can also differ from year to year.
If the Financial Risk Management or Mathematical Statistics background of the applicant is deemed insufficient after a case-by-case determination by the Department of Statistics and Actuarial Science, the Department may require an additional departmental assessment on third year level Financial Risk Management and Mathematical Statistics topics. Students may also be required to complete additional undergraduate Stellenbosch University Financial Risk Management and Mathematical Statistics modules along with their honours studies.
Programstruktuur
Programme content
You must earn a total of at least 120 credits for this programme.
Compulsory modules (108 credits)
10459 Financial Risk Management A 731 (12)
10460 Financial Risk Management B 761 (12)
10660 Portfolio Management Theory A 733 (12)
10661 Portfolio Management Theory B 763 (12)
11166 Practical Financial Modelling 734 (6)
11218 Research Assignment: Financial Risk Management 793 (30)
65250 Stochastic Simulation 718 (12)
10751 Time Series Analysis 747 (12)
Elective modules (at least 12 credits)
11164 Financial Mathematical Statistics A 732 (12)
11165 Financial Mathematical Statistics B 762 (12)