Quantitative Risk - MATHRH3986
Stream Summary
Faculty: SCI - Faculty of Science
School: Faculty of Science
Contact: http://www.maths.unsw.edu.au/
Program: 3986 - Advanced Mathematics
Award(s):
Bachelor of Science (Advanced Mathematics) (Honours)
Information valid for students commencing 2013.
Students who commenced prior to 2013 should go to the Handbook's Previous Editions
Stream Outline
For further information on Honours in Quantitative Risk, please contact the School of Mathematics and Statistics.
Stream 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:
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.
