UNSW Handbook Plan - Quantitative Risk

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Quantitative Risk - MATHRH3986


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	School: Faculty of Science-superseded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

Plan Outline

For further information on Honours in Quantitative Risk, please contact the School of Mathematics and Statistics.

Plan Structure

An Honours year in Quantitative Risk totals 48 UOC, selected with advice and subject to approval of the Head of School of Mathematics and Statistics or nominee. This will consist of a thesis or project, taken by enrolling in 18 UOC from:

MATH4011 Quant Risk Thesis / Project A (6 UOC)
MATH4012 Quant Risk Thesis / Project B (12 UOC)

typically over multiple semesters, plus 30 UOC selected from the following (or other approved courses):

ACTL5301 Models for Risk Management (6 UOC)
ACTL5302 Risk and Capital Management (6 UOC)
ACTL5303 Asset-Liability Management (6 UOC)
ACTL5304 Risk Management Strategies (6 UOC)
FINS4775 Research Methods in Finance 1 (6 UOC)
FINS4776 Adv Topics in Asset Pricing (6 UOC)
FINS4779 Research Methods in Finance 2 (6 UOC)
MATH5335 Comput'l Methods for Finance (6 UOC)
MATH5816 Continuous Time Fin'l Model'g (6 UOC)
MATH5825 Measure, Integ & Probability (6 UOC)
MATH5835 Stochastic Processes (6 UOC)
MATH5905 Statistical Inference (6 UOC)
MATH5975 Intro to Stochastic Analysis (6 UOC)
MATH5985 Term Structure Modelling (6 UOC)

Notes

Enrolment in courses outside the School of Mathematics and Statistics may be subject to approval from the controlling School or Department.
The grade of Quantitative Risk honours will be decided on the weighted average mark of those courses taken for Quantitative Risk honours.

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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.