Course list for the Financial Mathematics Field of Study

Information valid for students commencing 2012

Financial Mathematics

For the GCSc, a student is required to obtain #8 from the courses listed under the heading, Field of Study - Financial Mathematics, Part B.

For the GDipSc, a student is required to obtain #16 including -
(a) #10 from the courses listed under the heading, Field of Study - Financial Mathematics, Part B, and
(b) #6 from the courses listed under the heading, Field of Study - Financial Mathematics, Part C, or listed under the heading Field of Study - Mathematics, Part B.

For the #16 MSc, a student must consult the Program Coordinator for approval of an appropriate plan to obtain #16 from the courses listed under the heading Field of Study - Financial Mathematics.

For the #24 MSc, a student will be required to obtain #24 including -
(a) #8 from the course list under the heading Field of Study - Financial Mathematics, Part A; and
(b) #10 from the courses listed under the heading Field of Study - Financial Mathematics, Part B; and
(c) #6 from the courses listed under the heading Field of Study - Financial Mathematics, Part C, or listed under the heading Field of Study - Mathematics, Part B.

Part A

Course Code Units Course Title
MATH7013 4 Minor Project A
MATH7014 4 Minor Project B
MATH7015 2 Mini Project A
MATH7016 2 Mini Project B
MATH7012 8 Project or Thesis
MATH7020 8 Project or Thesis in Financial Mathematics [1]
MATH7021 8 Project or Thesis in Financial Mathematics [1]

Part B

Course Code Units Course Title
FINM7401 2 Finance
MATH7039 2 Financial Mathematics
MATH7049 2 Computation in Financial Mathematics
MATH7091 2 Financial Calculus
STAT7304 2 Probability Models & Stochastic Processes I

Candidates who have a knowledge equivalent to these courses may substitute another course listed under the heading, Field of Study - Financial Mathematics, Part C or listed under the heading, Field of Study - Mathematics Part B with the permission of the Head of School of Mathematics and Physics.

Part C

Course Code Units Course Title
COSC7500 2 Numerical Methods in Computational Science
FINM6402 2 Empirical Finance Honours
FINM7402 2 Corporate Finance
FINM7403 2 Portfolio Management
FINM7406 2 International Financial Management
MATH7000 2 Calculus & Linear Algebra II
MATH7100 2 Applied Mathematical Analysis
STAT7003 2 Probability & Statistics

End notes

  • [1] Code for student in year courses commencing in sem 2. Students must re-enrol in the same code in sem 1 the following year.