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)
Stream Outline
Quantitative Risk is an emerging field that addresses risk in banking, financial and related areas. The study stream is taught in conjunction with the Schools of Banking and Finance and Actuarial Studies.
Note: enrolment in this stream requires permission from the Head of School of Mathematics and Statistics.
Note: enrolment in this stream requires permission from the Head of School of Mathematics and Statistics.
Stream Structure
A major in Quantitative Risk is comprised of 114 units of credit of courses as follows:
Stage 1
- 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
- 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
- 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 stream or contact the School of Mathematics and Statistics.