University Of Johannesburg Quantitative Finance

All the info you need to know about B.Com Honours Quantitative Finance

Become a quantitative finance expert through the acquisition of theoretical and practical training to understand and implement mathematical financial models. 

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This qualification is vital to enter into professional practise or management positions within the quantitative finance services industry. 

Once achieving the completion of this curriculum, you will have the necessary groundwork for further specialisation within the financial engineering and advanced quantitative finance fields. 

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The South African Financial services industry builds our national, intellectual and economic infrastructure through the provision of self-reflexive, scientifically trained professionals. This is possible through the completion of this challenging yet rewarding qualification.

Improve your Quantitative Finance skills to the next level

The B.Com (Hons) Quantitative Finance qualification is a full-time, 1-year.

Know what you need to meet the necessary requirements to qualify for a position to study with UJ. You should have the below and have completed Mathematics (specifically calculus) and/or Statistics at an NQF level 5 or 6:

  • Appropriate Bachelors Degree* 

    with a minimum average of 65% for the final year modules

​Full-time (1 year)​ ​ ​ ​ ​
​​Year Module
Research Project: Quantitative FinanceRPQ8X0030 Credits
Semester Modules ​ ​
​ ​ ​First SemesterSecond Semester
​Module NameModule Code​NQF Credits​Module Name​Module Code​NQF Credits​
Introduction to Derivative SecuritiesIDS8X0110Interest Rate ModellingIRM8X0212
Numerical Methods in FinanceNMF8X0112
Risk Measurement 1RMO8X0110Risk Measurement 2RMT8X0210
​South African Financial Instruments and Markets​SAF8X01​12
​Stochastic Process for Finance – Discrete​SPD8X02​12Stochastic Process for Finance – Continuous​​SPC8X02​12
5-semester Modules563-semester Modules34
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Explore further opportunities to study post your honours  
Completing the Honours curriculum will allow students to apply to the  following programmes to heighten their knowledge within their profession:

Masters in Commerce​
​Investment Management ResearchInvestment Management Course Work​
​Quantitative Finance​Asset Management Course Work