BCom Hons Financial Risk Management

University :

University of Stellenbosch

Degree :

BComHons (Financial Risk Management)

Closing Date :

30 October of the preceding year

Duration :

1 Year. Lectures start one and a half week before official lectures of the academic year.

Website :

Application :

Programme Administrator :

Prof WJ Conradie

The purpose of this programme is to train Quantitative Risk Analysts and is of an advanced mathematical and Statistical nature.

The program consists of 8 modules (90 credits): Two modules in Financial Risk Management (Derivative pricing, VaR, Volatility, Credit risk) and modules in Portfolio Management, Retail Credit Risk modelling, Practical Financial modelling using Excel, VBA and R,  Financial  Mathematical  Statistics  (Financial  Mathematics  and Extreme Value Theory), Stochastic Simulation, and Time Series Analysis and an assignment (research project) (30 credits).

BCom (Mathematical Sciences) degree with minimum pass requirement of an average of 60% in Financial Risk Management 3 modules and Mathematical Statistics 3 modules as well as pass mark in Financial Mathematics 3

Bursary office of the University

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