|
Master of Financial Mathematics
Overview
To provide students with a first degree in areas such as
mathematics, finance, economics, business, engineering or
science with training in quantitative financial analysis and
a range of analytical, statistical, computational and modelling
skills needed for the formulation, implementation and evaluation
of models in the financial sector to structure transactions,
evaluate financial derivatives, manage risk and construct
investment strategies.
Entry Requirements / Assumed Knowledge
A three-year degree equivalent to an Australian Bachelors
with a major in mathematics or statistics.
Applicants with other three-year degrees will be considered
if they possess a substantial background in mathematics (including
calculus, linear algebra, differential equations, probability
and statistics) equivalent to at least a second-year Bachelors’
level.
Course Requirements
The degree will normally occupy two sessions of full-time
study or four sessions of part-time study, and requires satisfactory
completion of at least 48 credit points, as set out in the
following course program.
Course Program
Subject |
|
Credit Points |
FIN920
|
Advanced Risk & Insurance |
6 |
FIN921
|
Managerial Finance |
6 |
MATH941 |
Financial Calculus & Logistics |
6 |
MATH942
|
Numerical Methods |
6 |
MATH943
|
Practitioners’ Seminars |
2 |
STAT920 |
Stochastic Methods in Finance |
6 |
STAT921 |
Multiple Regression & Time Series |
6 |
Plus one STAT and one FIN subject
chosen from: |
STAT922 |
Statistical Inference & Multivariate
Analysis |
6 |
STAT923 |
Operations Research & Applied Probability |
6 |
FIN922 |
Investment Analysis |
6 |
FIN923 |
Investment Management |
6 |
|
|