Quantitative Risk - MATHR13564
Stream Summary
Faculty: SCI - Faculty of Science
School: School of Mathematics and Statistics
Contact: http://www.maths.unsw.edu.au/
Program: 3564 - Economics / Science (Adv Math)
Award(s):
Bachelor of Science (Advanced Mathematics) (Major)
Information valid for students commencing 2013.
Students who commenced prior to 2013 should go to the Handbook's Previous Editions
Stream Outline
Note: enrolment in this stream requires permission from the Head of School of Mathematics and Statistics.
Stream Structure
- 6 UOC of level I Science course. (Please refer to the program page 3986 Advanced Mathematics for a definition of "Science" courses.)
- COMP1911 Computing 1A (6 UOC)
- FINS1612 Capital Markets & Institution (6 UOC)
- MATH1081 Discrete Mathematics (6 UOC)
- 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)
- 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