Start Date
February

Campus
City West

Duration
2 year(s) full-time

Program Code
DMQN

SATAC Code
4CM072 (Internal)

Study as
Full-time or part-time

Aim

The program is designed to train graduates as quantitative finance professionals. A solid grounding in finance is developed and then used to study topics of increasing mathematical and financial complexity. At the conclusion of the program, students may seek employment in a wide range of financial areas, or specialise further into financial planning, actuarial studies, investment analysis, or financial risk management.

Content & Structure

A total of 72 units of study must be completed for the degree. The first year provides a solid foundation in mathematics, statistics and probability, as well as finance and actuarial science. In the second year, courses utilise this fundamental knowledge and develop further expertise in the analysis of financial products and operations. The courses Master in Quantitative Finance Project 1 and 2 and Advanced Topics in Quantitative Finance, will allow students to study an area of financial mathematics or actuarial science not covered elsewhere in the curriculum, as well as develop research and professional communication skills needed for today’s dynamic workplace environments.

What courses you'll study

Course name Area and cat no. Units Reference  
FIRST YEAR
First Semester (Study Period 1, 2 or 3)
Elective 4.5 Note(s): 2
Theory of Interest M MATH 5039 4.5
Statistical Foundations M MATH 5040 4.5
Investments MATH 5034 4.5
Second Semester (Study Period 4, 5 or 6)
Derivatives I: Futures MATH 5030 4.5
Life Contingencies M MATH 5035 4.5
Stochastic Calculus MATH 5019 4.5
Corporate Finance BUSS 5233 4.5
SECOND YEAR
First Semester (Study Period 1, 2 or 3)
Derivatives II: Options MATH 5031 4.5
Fixed Income Securities MATH 5033 4.5
Financial Time Series M MATH 5032 4.5
Masters in Quantitative Finance Project 1 MATH 5043 4.5
Second Semester (Study Period 4, 5 or 6)
Risk Theory M MATH 5038 4.5
Multivariate Statistical Analysis M MATH 5036 4.5
Masters in Quantitative Finance Project 2 MATH 5044 4.5
Advanced Topics in Quantitative Finance MATH 5041 4.5 Note(s): 3
OR
Decision Making Under Uncertainty MATH 5001 4.5

Program Director