Quantitative Risk - MATHRH3523
Stream Summary
Faculty: SCI - Faculty of Science
School: School of Mathematics and Statistics
Contact: http://www.maths.unsw.edu.au/
Program: 3523 - Commerce/Science(AdvMath)
Award(s):
Bachelor of Science (Advanced Mathematics) (Honours)
View stream information for previous years
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 (Models for Risk Management UOC)
- ACTL5302 Risk and Capital Management (Risk and Capital Management UOC)
- ACTL5303 Asset-Liability Management (Asset-Liability Management UOC)
- ACTL5304 Risk Management Strategies (Risk Management Strategies 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 (Continuous Time Financial Modelling UOC)
- MATH5825 Measure, Integ & Probability (Measure, Integration and Probability UOC)
- MATH5835 Stochastic Processes (Stochastic Processes UOC)
- MATH5905 Statistical Inference (Statistical Inference UOC)
- MATH5975 Intro to Stochastic Analysis (Introduction to Stochastic Analysis UOC)
- MATH5985 Term Structure Modelling (Term Structure Modelling 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.
