UNSW Handbook Plan - Quantitative Risk

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Quantitative Risk - MATHR13986


	Faculty: SCI - Faculty of Science
	School: School of Mathematics and Statistics
	Contact: http://www.maths.unsw.edu.au/
	Program: 3986 - Advanced Mathematics
	Award(s):
	Bachelor of Science (Advanced Mathematics) (Major)

Plan Outline

Quantitative Risk is an emerging field that addresses risk in banking, financial and related areas. The study plan is taught in conjunction with the Schools of Banking and Finance and Actuarial Studies.

Note: enrolment in this plan requires permission from the Head of School of Mathematics and Statistics.

Plan Structure

A major in Quantitative Risk is comprised of 114 units of credit of courses as follows:

Stage 1

ACCT1501 Accounting & Financial Mgt 1A (6 UOC)
ECON1101 Microeconomics 1 (6 UOC)
FINS1613 Business Finance (6 UOC)
MATH1151 Maths - Actuarial & Finance 1A (6 UOC)
MATH1251 Maths - Actuarial & Finance 1B (6 UOC)

6 UOC of level I Science course. (Please refer to the program page 3986 Advanced Mathematics for a definition of "Science" courses.)

Recommended electives (these courses are not required but are recommended as good complementary courses for this major when students are choosing electives):

COMP1911 Computing 1A (6 UOC)
FINS1612 Capital Markets & Institution (6 UOC)
MATH1081 Discrete Mathematics (6 UOC)

Stage 2

ACTL2001 Financial Mathematics (6 UOC)
FINS2624 Portfolio Mgmt (6 UOC)
MATH2111 Higher Several Variable Calc (6 UOC)
MATH2601 Higher Linear Algebra (6 UOC)
MATH2881 Quantitative Risk (6 UOC)
MATH2901 Higher Theory of Statistics (6 UOC)
MATH2931 Higher Linear Models (6 UOC)

Stage 3

ACTL3003 Insurance Risk Models (6 UOC)
FINS3635 Options, Futures&Risk Mgmt (6 UOC)
MATH3901 Higher Prob & Stochastic Proc (6 UOC)

FINS3636 Interest Rate Risk Management (6 UOC) or FINS3655 Behavioural Finance (6 UOC)
12UOC of level III Mathematics or Statistics courses approved by the Head of School of Mathematics and Statistics or nominee

General Education

Where a student is required to take General Education by their program rules and they are undertaking a major in Quantitative Risk, course(s) from the Faculty of Science or the Australian School of Business cannot be taken to meet their General Education requirements. For more information regarding this, please contact the Science Student Centre.

Honours

For further information on Honours in Quantitative Risk see the Quantitative Risk Honours plan or contact the School of Mathematics and Statistics.

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© The University of New South Wales (CRICOS Provider No.: 00098G), 2004-2011. The information contained in this Handbook is indicative only. While every effort is made to keep this information up-to-date, the University reserves the right to discontinue or vary arrangements, programs and courses at any time without notice and at its discretion. While the University will try to avoid or minimise any inconvenience, changes may also be made to programs, courses and staff after enrolment. The University may also set limits on the number of students in a course.