Universities and Online Degrees Guide

Stellenbosch University

Master of Commerce in Financial Risk Management

The Master of Commerce in Financial Risk Management in Finances is offered by Stellenbosch University.

Program Length: 2 YEARS.

Master of Commerce in Financial Risk Management offered by the Stellenbosch University at the Faculty of Economic and Management Sciences

Financial Risk Management: Financial mathematical statistics, advanced financial derivatives, financial risk management, advanced modern portfolio management theory, practical financial modelling (Excel and Visual Basic), credit derivatives, alternative investments, stochastic financial simulation and financial risk management programming (R/S Plus, SAS Risk Dimensions, Mathlab).

Assessment and examination

Examinations in the coursework are written at the end of the first semester in June and at the end of the second semester in November. A student must submit an assignment resulting from independent research plus supplementary work that may be required by the Department.

Programme content

Credits:

In the case of the Coursework and Assignment option (889): A minimum of 180 credits.

In the case of the Coursework and Thesis option (879): A thesis of 90 or 120 credits and further credits from advanced coursework to obtain a total of at least 180 credits.

Depending on circumstances in the Department, some of the modules listed below may not be offered in a specific year.

Programme module

Financial Risk Management (Coursework and Assignment option)

Financial Risk Management (Full Thesis option)

In the case of the Coursework and Assignment option (889) the Assignment: Financial Risk Management module is compulsory.

Research Assignment: Financial Risk Management

In the case of the Coursework and Thesis option (879), the Thesis: Financial Risk Management module must be selected.

Thesis: Financial Risk Management

Select modules to add up to at least 180 credits with the assignment or thesis:

Advanced Financial Risk Management A

Advanced Financial Risk Management B

Advanced Financial Risk management software

Advanced portfolio management theory A

Advanced portfolio management theory B

Credit derivative instruments A

Credit derivative instruments B

Extreme value theory A 
Extreme value theory B

Financial Risk Management practice