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University of Cape Town Quantitative Finance
Quantitative Finance
Stream Information
Bachelor of Business Science (Quantitative Finance – CB003BUS09)
Curriculum
The following is the schedule for the Quantitative Finance stream, taken from the Faculty of Commerce Student Handbook 2016.
| Year 1 | Course Name | NQF Credits | HEQSF Level |
| ACC1006F | Financial Accounting | 18 | 5 |
| BUS1036F | Evidence-based Management | 18 | 5 |
| CSC1015F | Computer Science 1015 | 18 | 5 |
| ECO1010F | Microeconomics | 18 | 5 |
| MAM1000W | Mathematics I | 36 | 5 |
| BUS1003H | Introduction to Financial Risk | 18 | 5 |
| ACC2011S | Financial Reporting I | 18 | 6 |
| ECO1011S | Macroeconomics | 18 | 5 |
| STA1006S | Mathematical Statistics I | 18 | 5 |
| Year 2 | Course Name | NQF Credits | HEQSF Level |
| CML1001F | Business Law I | 18 | 5 |
| ECO2003F | Microeconomics II | 18 | 6 |
| STA2004F | Statistical Theory & Inference | 24 | 6 |
| MAM2000W | Mathematics II | 48 | 6 |
| BUS2016H | Actuarial Science I: Financial Mathematics | 18 | 6 |
| ECO2004S | Macroeconomics II | 18 | 6 |
| FTX2024S | Corporate Financial Management | 18 | 6 |
| STA2005S | Linear Models | 24 | 6 |
| Year 3 | Course Name | NQF Credits | HEQSF Level |
| BUS2033F/S | Professional Communication | 18 | 6 |
| BUS3039F | People Management | 18 | 7 |
| FTX3044F | Finance IIA | 18 | 7 |
| STA3041F | Markov processes & Time Series | 36 | 7 |
| STA3045F | Advanced Stochastic Processes | 36 | 7 |
| FTX3045S | Finance IIB | 18 | 7 |
| PHI2043S | Business Ethics | 18 | 6 |
| STA3043S | Decision Theory & GLM | 36 | 7 |
| Year 4 | Course Name | NQF Credits | HEQSF Level |
| BUS4028F | Actuarial Science III: Financial Economics | 18 | 8 |
| FTX4086F | Alternative Investments | 18 | 8 |
| BUS4050W | Strategic Thinking | 36 | 8 |
| BUS4053H | Quantitative Finance Project | 36 | 8 |
| BUS4087S | Quantitative Finance Selected Topics | 18 | 8 |
| BUS4088S | Actuarial Science III: Assets | 27 | 8 |
