Thursday, March 14, 2013

Eco Development

UNIVERSITY OF MAURITIUS
MODULE SPECIFICATION SHEET

1. TITLE Quantitative Finance I

Code

zero(prenominal) of Hours per Semester

no of Credits

DFA1233(1)

Lectures
Practical Seminars Tutorials Others (Specify) Test Total:

3

45

2.

PREREQUISITE(S)/PRE-REQUIREMENT(S) Prerequisite: A Level math
Pre-requirement: Students must save followed the previous corresponding faculty to be able to enrol for this module; Prerequisites: Students must have passed the pre-requisite module to be able to follow the module.

3.

OVERVIEW OF MODULE

This module deals with basic concepts in Mathematics and Finance such as: Principles of infinitesimal calculus; Matrix

Algebra; Concepts of Probability; measures of location and spread; correlation analysis; list numbers; Time series analysis of data: exponential function smoothing; Applications of Term Structure of Interest Rate; Applications of Market farsightedness; Utility Functions; Annuities: future and present values; Amortization and owe payments; Money-market securities; Yield calculations; Risk and return measures.
4. RATIONALE (or Module Objectives) ? ? ? 5. To represent a clear insight into the theoretical aspects of Mathematics and Finance. To be able to reason and to express yourself in a panache that is mathematically correct.

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To solve problems related to the fundamentals of Mathematics and Finance.

CO-ORDINATORS: curriculum Co-ordinators: Mrs Narvada Gopy Ramdhany. Department: Finance and Accounting Building: Room no: E-mail Address: Tower Building NAC .... n.gopy@uom.ac.mu

1

Phone no: Office Hours: Mon-Fri: 9.00-16.00

6.

LECTURER: Dr P. N. GONPOT Department: Building: Room No.: E-mail Address: Phone No.: Office Hours: Mathematics Tower Building NAC 4.10 pgonpot@uom.ac.mu Ext: 7491 Mon-Fri: 9.00-16.00

All lectures will normally be held in Room: 2.7 / 2.12 NAC
7. MODULE MAP (Tentative)

Week 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

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