financial engineering university of pretoria 2024-2025
financial engineering university of pretoria 2024-2025
We seek to consistently improve our high-impact research at the University of Pretoria and to significantly alleviate the national deficit of Ph.D. graduates who respond to global and local concerns.
Requirements for Admission
- A relevant Bachelor’s degree with a minimum of 60% in each third-year Mathematics/Applied Mathematics module.
- The candidate’s entire undergraduate academic record will be reviewed during the selection process. A minimum of 60% is required in each of the following subjects/modules (or equivalent): Second-year calculus, differential equations, and linear algebra. (WTW 218, WTW 286 / WTW 264, and WTW 211 / WTW 221)
- Please keep in mind that there is a limited number of new students admitted each year.
- The Faculty Postgraduate Committee makes the final decision.
Duration
- A student must complete his or her honors studies within one year, subject to other faculty requirements.
Program composition
- The program includes seven honors coursework units and a required project.
Modules: Seven honors modules (15 credits each = 105 credits)
Project: WTW 792: Project 792 (30 credits)
Total credits required: 135
Honors modules
Please take note of the prerequisites for each module.
BSc Honours in Financial Engineering
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Code
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Module
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Credits
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Semester
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|---|---|---|---|---|---|---|
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Research:
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WTW 792
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Project 792
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30 |
year
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Core modules:
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BAN 7801
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Industrial analysis 7801
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16
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block lectures
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WTW 732
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Mathematical models of financial engineering 732
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15
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1
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WTW 750
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Mathematical optimization 750
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15
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1
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WTW 762
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Mathematical models of financial engineering 762
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15
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2
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Elective modules:
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WTW 712
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Modern portfolio theory 712
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15
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year
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| WTW 727 | Special topics 727 (if presented) | 15 | 2 | |||
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WTW 733
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Numerical analysis 733
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15
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1
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WTW 735
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Main principles of analysis in applications 735
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15
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1
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WTW 763
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Finite element method 763
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15
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2
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ISE 780
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Systems engineering 780
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16
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block lectures
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LMO 710
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Linear models 710
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15
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1
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LMO 720
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Linear models 720
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15
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2
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MVA 710
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Multivariate analysis 710
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15
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1
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MVA 720
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Multivariate analysis 720
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15
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2
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| Any additional postgraduate module approved by the Postgraduate Coordinator from this department, provided the prerequisites are met. | ||||||
A total of at least 135 credits is required. |
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1 Student who has taken Statistics, Mathematical Statistics, or Industrial Engineering as part of their undergraduate degree program will be unable to take this subject. A module from the list of electives should be added to the program’s structure.
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