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Start Date
February

Campus
City West

Duration
3 year(s) full-time

Program Code
DBQF

SATAC Code
424431 (Internal)

Study as
Full-time or part-time

Entry Requirements
View full entry requirements

Prerequisites
SACE Stage 2 Math Studies
More info

Assumed Knowledge
None

Aim

The program is designed to produce graduates well equipped to work as professional mathematicians and/or statisticians, who are also familiar with the problems, terminology and concepts of application areas within Quantitative Finance. This program has arisen from the evident need for a structured program providing a planned and integrated balance between mathematics, statistics, computing, insurance and finance area applications.

Content & Structure

This is a three-year program over which 108 units must be completed. It contains a total of 11 9 Mathematics or Statistics courses, 5 courses in common with other degree programs offered by the School of Commerce, 2 courses in Communication or Computing, 5 6 courses in specialised Finance applications, one mathematical elective and 1 free elective. The purpose of the elective is to allow specialisation in career areas of interest, at the choice of individual students, such as Statistics, Operations Research, Marketing or other cognate areas.

What courses you'll study

Course name Area and cat no. Units Reference  
FIRST YEAR
First Semester (Study Period 1, 2 or 3)
Calculus 1 MATH 1054 4.5
Theory of Interest MATH 1051 4.5
Statistical Methods MATH 1068 4.5
Principles of Economics ECON 1008 4.5
Second Semester (Study Period 4, 5 or 6)
Calculus 2 MATH 1055 4.5
Problem Solving and Programming COMP 1039 4.5
Linear Algebra MATH 1056 4.5
Macroeconomics ECON 1007 4.5
SECOND YEAR
First Semester (Study Period 1, 2 or 3)
Linear Programming and Networks MATH 2014 4.5
Differential Equations 1 MATH 2023 4.5
Statistical Foundations MATH 2020 4.5
Business Finance BANK 2007 4.5
Second Semester (Study Period 4, 5 or 6)
Introduction to Stochastic Processes MATH 2018 4.5
Mathematical Communication MATH 2024 4.5
Life Contingencies MATH 2019 4.5
International Currency and Banking Markets BANK 2006 4.5
THIRD YEAR
First Semester (Study Period 1, 2 or 3)
Time Series and Forecasting MATH 3018 4.5
Optimisation MATH 3009 4.5
Mathematics Elective 4.5 Note(s): 3
Portfolio and Fund Management BANK 3004 4.5
Second Semester (Study Period 4, 5 or 6)
Decision Science MATH 3017 4.5
Elective 4.5 Note(s): 4
Risk Theory MATH 3020 4.5
Investment Science MATH 3019 4.5

Program Director