BSc (Honours) in Mathematical Finance
This honours degree
programme is run
jointly by Stellenbosch University
(SU), and the African Institute for Mathematical Sciences (AIMS). Students will receive the degree from
Stellenbosch University.
The programme is designed to provide students with the skills necessary for solving
realistic problems in finance. This includes:
-
An understanding of
financial instruments, portfolio management, and financial risk
management as used by financial institutions today.
-
An understanding of the
theoretical foundations of mathematical finance, based on stochastic
analysis.
-
Facility with the
sophisticated modern models and methods used to price and hedge exotic
options, interest rate derivatives and credit derivatives.
-
Competence in
programming and numerical problem solving, including Monte Carlo
methods, Fourier methods and PDE solvers.
Applications for this programme are currently CLOSED.
For more information visit the programme website or for queries contact info@aims.ac.za.
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