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Students must apply electronically on the University website to be admitted to any of the post-graduate programmes in the Department of Statistics and Actuarial Science. The application should be submitted not later than October of the year prior to the intended studies. The planned programme to be followed should be clearly indicated in the application. Procedures and requirements on the website of the University at www.sun.ac.za and http://www0.sun.ac.za/pgstudies/howtoapply.html (for online applications).
Important Remarks:
Not all modules are necessarily presented in any specific year and is dependent on the availability of personnel in the Department of Statistics and Actuarial Science. Therefore can certain modules be presented in another semester as specified in the year book, or even not be presented at all for a given year. See "Post-graduate modules" for those that will be presented.
Students choose modules in these programmes in accordance with the Department of Statistics and Actuarial Science.
Commencement of programme is one week prior to the general commencement of classes.
HONOURS PROGRAMME IN MATHEMATICAL STATISTICS
MASTER PROGRAMME IN MATHEMATICAL STATISTICS
DOCTORATE PROGRAMME IN MATHEMATICAL STATISTICS
HONOURS PROGRAMME IN ACTUARIAL SCIENCE
MASTER PROGRAMME IN ACTUARIAL SCIENCE
DOCTORATE PROGRAMME IN ACTUARIAL SCIENCE
POST-GRADUATE DIPLOMA IN ACTUARIAL SCIENCE
HONOURS PROGRAMME IN STATISTICS
MASTER PROGRAMME IN STATISTICS
DOCTORATE PROGRAMME IN STATISTICS
HONOURS PROGRAMME IN FINANCIAL RISK MANAGEMENT
MASTER PROGRAMME IN FINANCIAL RISK MANAGEMENT
HONOURS PROGRAMME IN ECONOMICS AND MATHEMATICAL SCIENCE
22853 778(120) Honours BComm or BSc in Mathematical Statistics
Admission and selection requirements
A BComm- or BSc degree with Mathematical Statistics as a major or another equivalent qualification recognised by Senate. A minimum of 60% is required in all Mathematical Statistics modules of the third year.
Duration
12 months.
Credits
A minimum of 120 credits.
Assessment
Examinations are written at the end of the first semester in June and at the end of the second semester in November. Examination results are supplemented by the assessment of various practical assignments. A sub-minimum of 50% for all semester modules. If students choose a B-module that follows after the A-module, will the mark of the A-module be finalised after completion of the B-module and only then will a final mark be awarded. A compulsory assignment of 30 credits under supervision must be submitted for examination. Permission may be granted to obtain at the most 12 credits from suitable postgraduate modules offered by other departments.
Module description:
Compulsory modules (36 credits)
10547 Introduction to S-plus/R 723(6) (A)
11228 Assignment: Mathematical Statistics 791(30)
Optional modules (84 credits)
10394 Bayesian statistics 711(12) (A)
10408 Biostatistics 712(12) (A)
58777 Data mining 741(12) (A)
10440 Experimental design 713(12) (A)
10507 Advanced inference A 719(12) (A)
10508 Advanced inference B 749(12) (A)
10569 Consultation practice 753(12) (A)
10598 Multivariate categorical data analysis A 714(12) (A)
10599 Multivariate categorical data analysis B 744(12) (A)
10602 Multivariate statistical analysis A 715(12) (A)
10603 Multivariate statistical analysis B 745(12) (A)
10628 Non-parametric statistics 743(12) (A)
10636 Survival analysis 746(12) (A)
10701 Statistical quality control and -improvement 716(12) (A)
10705 Sampling techniques 742(12) (A)
10750 Time series analysis A 717(12) (A)
10751 Time series analysis B 747(12) (A)
65250 Stochastic simulation 718(12) (A)
22853 879(180) MComm
or MSc in Mathematical Statistics thesis option
Admission and selection requirements
A Honours BComm- or Honours BSc degree in Mathematical Statistics with satisfactory marks in all the subjects or another equivalent qualification recognised by Senate.
Duration
12 months.
Credits
At least 180 credits. The thesis of either 90 or 120 credits must be submitted for examination and at most 90 credits must be chosen from advanced course work.
Assessment
Examinations in the course work are written at the end of the second semester in November. A student must submit a thesis resulting from independent research plus supplementary work that may be required by the Department. The Department of Statistics and Actuarial Science determines the curriculum and appoints the promoter for the compulsory thesis for every student individually.
Module description:
Compulsory modules (Only one of the following)
11246 Thesis 892(120) (A&E) or
11246 Thesis 891(90) (A&E)
Optional modules
10441 Extreme value theory A 813(15) (A)
10442 Extreme value theory B 843 (15) (A)
10509 Advanced Multivariate categorical data analysis A 814(15) (A)
10511 Advanced Multivariate categorical data analysis B 844(15) (A)
10512 Advanced Multivariate statistical analysis A 815(15) (A)
10513 Advanced multivariate statistical analysis B 845(15) (A)
10523 Advanced Sampling techniques 818(15) (A)
10524 Advanced Mathematical statistics A 819(15) (A)
11173 Advanced Mathematical statistics B 849(15) (A)
10530 Large sample theory A 816(15) (A)
11531 Large sample theory B 846(15) (A)
10597 Multi-dimensional scaling A 822(15) (A)
11910 Multi-dimensional scaling B 852(15) (A)
10694 Bootstrap and other resampling techniques A 811(15) (A)
10695 Bootstrap and other resampling techniques B 841(15) (A)
10703 Statistical learning theory A 812(15) (A)
10704 Statistical learning theory B 842(15) (A)
11174 Probability theory A 817(15) (A)
11175 Probability theory B 847(15) (A)
Approved modules from the honours programme can be followed with exception.
22853 889(180) MComm of MSc in Mathematical Statistics assignment option
Admission and selection requirements
A Honours BComm- or Honours BSc degree in Mathematical
Statistics with satisfactory marks in all the subjects or another equivalent
qualification recognised by Senate.
Duration
12 months.
Credits
At least 180 credits, where the assignment contributes to 60 credits and the rest from the list of advanced lectured modules.
Assessment
Examinations in the course work are written 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. The Department of Statistics and Actuarial Science determines the curriculum and appoints the promoter for the compulsory assignment for every student individually.
Module description:
Compulsory module
11228 Assignment 895(60) (A&E)
Optional modules
10441 Extreme value theory A 813(15) (A)
10442 Extreme value theory B 843(15) (A)
10509 Advanced Multivariate categorical data analysis A 814(15) (A)
10511 Advanced Multivariate categorical data analysis B 844(15) (A)
10512 Advanced Multivariate statistical analysis A 815(15) (A)
10513 Advanced Multivariate statistical analysis B 845(15) (A)
10523 Advanced Sampling techniques 818(15) (A)
10524 Advanced Mathematical statistics A 819(15) (A)
11173 Advanced Mathematical statistics B 849(15) (A)
10530 Large sample theory A 816(15) (A)
11531 Large sample theory B 846(15) (A)
10597 Multi-dimensional scaling A 822(15) (A)
11910 Multi-dimensional scaling B 852(15) (A)
10694 Bootstrap and other resampling techniques A 811(15) (A)
10695 Bootstrap and other resampling techniques B 841(15) (A)
10703 Statistical learning theory A 812(15) (A)
10704 Statistical learning theory B 842(15) (A)
11174 Probability theory A 817(15) (A)
11175 Probability theory B 847(15) (A)
Approved modules from the honours programme can be followed with exception.
DOCTORATE
PROGRAMME IN MATHEMATICAL STATISTICS
22853 978(240) PhD in Mathematical Statistics
Admission and selection requirements
Applications must be submitted in writing to:
The Registrar, Stellenbosch University, Private Bag X1, Matieland, 7602.
Procedures and requirements also available on the website of the University at www.sun.ac.za.
43214 778(120) BComm / BSc (Honours) in Actuarial Science (see link in "Actuarial studies")
MASTER
PROGRAMME IN ACTUARIAL SCIENCE
43214 879(180) MComm / MSc (Actuarial
Science) lectured
43214 889(180) MComm / MSc (Actuarial
Science) thesis
POST-GRADUATE DIPLOMA IN
ACTUARIAL SCIENCE
43214 788(120) Diploma in Actuarial
Science
43214 978(240) PhD in Actuarial Science (see link in "Actuarial studies")
HONOURS
PROGRAMME IN STATISTICS
19658 778(120)
BComm (Honours) in Statistics
Admission and selection requirements
A BComm degree with Statistics as a major or another equivalent qualification recognised by Senate. A minimum of 60% is required in all Statistics modules of the third year.
Duration
12 months.
Credits
A minimum of 120 credits.
Assessment
Examinations are written at the end of the first semester in June and at the end of the second semester in November. Examination results are supplemented by the assessment of various practical assignments. A sub-minimum of 50% for all semester modules. If students choose a B-module that follows after the A-module, will the mark of the A-module be finalised after completion of the B-module and only then will a final mark be awarded. A compulsory assignment of 30 credits under supervision must be submitted for examination. Permission may be granted to obtain at the most 12 credits from suitable postgraduate modules offered by other departments.
Module description:
Compulsory modules (36 credits)
10547 Introduction to S-plus/R 723(6) (A)
11226 Assignment Statistics 792(30)
Optional modules (84 credits)
10408 Biostatistics 712(12) (A)
58777 Data mining 741(12) (A)
10440 Experimental design 713(12) (A)
10569 Consultation practice 753(12) (A)
10600 Multivariate methods in statistics A 721(12) (A)
10601 Multivariate methods in statistics B 751(12) (A)
10628 Non-parametric statistics 743(12) (A)
10701 Statistical quality control and -improvement 716(12) (A)
10705 Sampling techniques 742(12) (A)
10748 Applied time series analysis A 722(12) (A)
10749 Applied time series analysis B 752(12) (A)
65242 Stochastic models 736(12) (A)
65269 Applied stochastic simulation 746(12) (A)
.
MASTER PROGRAMME IN STATISTICS top
19658 879(180) MComm in Statistics thesis option
Admission and selection requirements
A Honours BComm degree in Statistics with satisfactory marks in all the subjects or another equivalent qualification recognised by Senate.
Duration
12 months.
Credits
At least 180 credits. The thesis of either 90 or 120 credits are submitted for examination and at most 90 credits must be chosen from advanced course work.
Assessment
Examinations in the course work are written at the end of the second semester in November. A student must submit a thesis resulting from independent research plus supplementary work that may be required by the Department. The Department of Statistics and Actuarial Science determines the curriculum and appoints the promoter for the compulsory thesis for every student individually.
Module description:
Compulsory modules (Only one of the following)
11244 Thesis 892(120) (A&E) or
11244 Thesis 891(90) (A&E)
Optional modules
10509 Advanced Multivariate categorical data analysis A 814(15) (A)
10511 Advanced Multivariate categorical data analysis B 844(15) (A)
10521 Advanced Statistics A 821(15) (A)
10522 Advanced Statistics B 851(15) (A)
10523 Advanced Sampling Techniques 818(15) (A)
10597 Multi-dimensional scaling A 822(15) (A)
11910 Multi-dimensional scaling B 852(15) (A)
10694 Bootstrap and other resampling techniques A 811(15) (A)
10695 Bootstrap and other resampling techniques B 841(15) (A)
11911 Advanced regression techniques A 823(15) (A)
11912 Advanced regression techniques B 853(15) (A)
11913 Applied extreme value theory 851(15) (A)
Approved modules from the honours programme can be followed with exception.
19658 889(180) MComm in Statistics assignment option
Admission and selection requirements
A Honours Bcomm degree in Statistics with satisfactory marks in all the subjects or another equivalent qualification recognised by Senate.
Duration
12 months.
Credits
At least 180 credits, where the assignment contributes 60 credits and the rest from the list of advanced lectured modules.
Assessment
Examinations in the course work are written 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. The Department of Statistics and Actuarial Science determines the curriculum and appoints the promoter for the compulsory assignment for every student individually.
Module description:
Compulsory module
11226 Assignment 895(60) (A&E)
Optional modules
10509 Advanced Multivariate categorical data analysis A 814(15) (A)
10511 Advanced Multivariate categorical data analysis B 844(15) (A)
10521 Advanced Statistics A 821(15) (A)
10522 Advanced Statistics B 851(15) (A)
10523 Advanced Sampling techniques 818(15) (A)
10597 Multi-dimensional scaling A 822(15) (A)
11910 Multi-dimensional scaling B 852(15) (A)
10694 Bootstrap and other resampling techniques A 811(15) (A)
10695 Bootstrap and other resampling techniques B 841(15) (A)
11911 Advanced regression techniques A 823(15) (A)
11912 Advanced regression techniques B 853(15) (A)
11913 Applied extreme value theory 851(15) (A)
Approved modules from the honours programme can be followed with exception.
DOCTORATE PROGRAMME IN STATISTICS top
19658 978(240) PhD in Statistics
Admission and selection requirements
Applications must be submitted in writing to:
The Registrar, Stellenbosch University, Private Bag X1, Matieland, 7602.
Procedures and requirements also available on the website of the University at www.sun.ac.za.
54690 778(120) BComm
(Hons) in Financial Risk Management
Admission and selection requirements
A BComm degree with Mathematical Statistics, Financial Mathematics and Financial Risk management as majors or another equivalent qualification recognised by Senate. A minimum of 60% is required in all and Financial Risk Management modules of the third year and satisfactory passes in the Mathematical Statistics and Financial Mathematics modules of the third year.
Duration
12 months.
Credits
A minimum of 120 credits.
Assessment
Examinations are written at the end of the first semester in June and at the end of the second semester in November. Examination results are supplemented by the assessment of various practical assignments. A sub-minimum of 50% for all semester modules. If students choose a B-module that follows after the A-module, will the mark of the A-module be finalised after completion of the B-module and only then will a final mark be awarded. A compulsory assignment of 30 credits under supervision must be submitted for examination.
Module description:
Compulsory modules (108 credits)
11218 Assignment: Financial Risk management 793(30)
10459 Financial Risk Management A 731(12) (A)
10460 Financial Risk Management B 761(12) (A)
10751 Time series analysis B 747(12) (A)
65250 Stochastic simulation 718(12) (A)
11166 Practical financial modelling 734(6) (A)
10660 Portfolio management theory A 733(12) (A)
10661 Portfolio management theory B 763(12) (A)
Optional modules (12 credits)
11164 Financial Mathematical Statistics A 732(12) (A)
11165 Financial Mathematical Statistics B 762(12) (A)
54690 879(180) MComm in Financial Risk Management
- thesis option
Admission and selection requirements
A Honours BComm degree in Financial Risk Management with satisfactory marks in all the subjects or another equivalent qualification recognised by Senate.
Duration
12 months .
Credits
At least 180 credits. The thesis of either 90 or 120 credits must be submitted and at most 90 credits must be chosen from advanced course work.
Assessment
Examinations in the course work are written at the end of the second semester in November. A student must submit a thesis resulting from independent research plus supplementary work that may be required by the Department. The Department of Statistics and Actuarial Science determines the curriculum and appoints the promoter for the compulsory thesis for every student individually.
Module description:
Compulsory modules (Only one of these thesis options)
11237 Thesis 892(120) (A&E) or
11237 Thesis 891(90) (A&E)
Optional modules
10441 Extreme value theory A 813(15) (A)
10442 Extreme value theory B 843(15) (A)
10461 Financial Risk Management practice 865(15) (A)
10501 Advanced Financial Risk Management A 831(15) (A)
10503 Advanced Financial Risk Management B 861(15) (A)
10504 Advanced Financial Risk Management programming 835(15) (A)
10517 Advanced portfolio management theory A 833(15) (A)
10518 Advanced portfolio management theory B 863(15) (A)
10575 Credit derivative instruments A 834(15) (A)
10576 Credit derivative instruments B 864(15) (A)
54690 889(180) MComm in Financial Risk Management
- assignment option
Admission and selection requirements
A Honours BComm degree in Financial Risk Management with satisfactory marks in all the subjects or another equivalent qualification recognised by Senate.
Duration
12 months .
Credits
At least 180 credits, where the assignment contributes 60 credits and the rest from the list of advanced lectured modules.
Assessment
Examinations in the course work are written 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. The Department of Statistics and Actuarial Science determines the curriculum and appoints the promoter for the compulsory assignment for every student individually.
Module description:
Compulsory modules
10441 Extreme value theory A 813(15) (A)
10442 Extreme value theory B 843(15) (A)
10504 Advanced Financial Risk Management programming 835(15) (A)
10517 Advanced portfolio management theory A 833(15) (A)
10518 Advanced portfolio management theory B 863(15) (A)
10575 Credit derivative instruments A 834(15) (A)
10576 Credit derivative instruments B 864(15) (A)
10461 Financial Risk Management practice 865(15) (A)
11218 Assignment 893(60) (A&E)
Optional modules
10501 Advanced Financial Risk Management A 831(15) (A)
10503 Advanced Financial Risk Management B 861(15) (A)
HONOURS
PROGRAMME
IN ECONOMICS AND MATHEMATICAL STATISTICS
56928 778(120) BComm (Hons) in Economics and Mathematical Statistics
Admission and selection requirements
Students have to be accepted for honours studies in at least one of the two departments and have passed the other subject as a major on third year level. It means that for at least one of the subjects the mark must be 60% or higher for the third year modules.
Selection of students in accordance with the Universitys official selection policy may be unavoidable due to the limited number of students that can be accommodated on the programme. A compulsory assignment of 30 credits under supervision must be submitted for examination.
Module description:
Compulsory modules
10547 Introduction to S-plus/R 723(6) (A)
10595 Macroeconomics 771(12) (E)
10605 Microeconomics 771(12) (E)
11217 Assignment 772 (30) (A&E)
Optional modules
10394 Bayesian statistics 711(12) (A)
10408 Biostatistics 712(12) (A)
58777 Data mining 741(12) (A)
10430 Econometrics 871(12) (E)
10556 Economics of International Trade Relations 871(12) (E)
10432 Economics of Education I 771(12) (E)
10434 Economics of Technological Change 771(12) (E)
10436 Economic History 771(12) (E)
10440 Experimental design 713(12) (A)
10457 Financial Market Analysis 771(12) (E)
10488 History of Economic Thought 771(12) (E)
10497 Advanced Econometrics 872(24) (E)
10507 Advanced inference A 719(12) (A)
10508 Advanced inference B 749(12) (A)
10554 International Finance 771(12) (E)
10555 International Trade Theory and Policy 771(12) (E)
10569 Consultation practice 753(12) (A)
10598 Multivariate categorical data analysis A 714(12) (A)
10599 Multivariate categorical data analysis B 744(12) (A)
10602 Multivariate statistical analysis A 715(12) (A)
10603 Multivariate statistical analysis B 745(12) (A)
10607 Modern Economic Systems and Globalisation 771(12) (E)
10628 Non-parametric statistics 743(12) (A)
59617 Environmental Economics 771(12) (E)
10635 Development Economics 771(12) (E)
10636 Survival analysis 746(12) (A)
11143 Public Economics 771(12) (E)
10662 Post-Keynesian Macroeconomics 871(12) (E)
10701 Statistical quality control and -improvement 716(12) (A)
10705 Sampling techniques 742(12) (A)
10742 Applied Macroeconomics I 771(12) (E)
10743 Applied Macroeconomics II 772(12) (E)
10745 Applied Microeconomics I 771(12) (E)
10746 Applied Microeconomics II 772(12) (E)
10750 Time series analysis A 717(12) (A)
10751 Time series analysis B 747(12) (A)
65250 Stochastic simulation 718(12) (A)