UOW
Excellence - Innovation - Diversity
University of Wollongong
2006 Course Handbook

Handbook Home

 
 

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 degree equivalent to a three-year Australian Bachelor degree 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 Bachelor 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

 

Session

Credit Points

FIN920

Advanced Risk & Insurance

Spring

6

FIN921

Managerial Finance

Autumn/ Spring

6

MATH941

Financial Calculus & Logistics

Autumn

6

MATH942

Numerical Methods

Spring

6

MATH943

Practitioners’ Seminars

Annual

0

STAT920

Stochastic Methods in Finance

Autumn

6

STAT921

Multiple Regression & Time Series

Spring

6

Plus one STAT and one FIN subject chosen from:

STAT922

Statistical Inference & Multivariate Analysis

Spring

6

STAT923

Operations Research & Applied Probability

Autumn

6

FIN922

Investment Analysis

Autumn

6

FIN923

Investment Management

Spring

6

 
 
 

University of Wollongong
Wollongong NSW 2522 Australia
Telephone +61 2 4221 3555

CRICOS Provider No: 00102E
Privacy, Disclaimer and Copyright Info 2003
Update Enquiries: Secretariat