- Students are to follow the requirements of the Handbook for the year they commenced the course.
However, the subject links below do not contain the subject information for the current year. You can view current subject information through the new Course Handbook.
Quantitative and Computational Trading
The course information on this page is for new students commencing their degree in 2016 only.
Students should follow the rules and requirements for the year that they commenced their course. The online course information for years prior to 2016 are available from the Archives link in the menu.
Students should also review current subject availabilities via the Subject Descriptions link in the menu.
On successful completion of this major, students will have a solid foundation in mathematical finance and the specialist practical skills necessary to be successful as a quantitative trader. Students will acquire mathematical, statistical, financial and computer skills to understand, implement and develop computer-driven trading strategies and be able to make informed investment decisions and evaluate portfolio risks.
Completion of this major requires students to complete more than the 192 credit points to complete the degree. For more information please consult the Academic Program Director.
Subjects Required for Major Study
| Subject Code | Subject Name | Credit Points | Session(s) |
|---|---|---|---|
| 100-Level | |||
| ACCY111 | Accounting Fundamentals In Society | 6 | Autumn, Spring |
| MATH187 | Mathematics 1: Algebra and Differential Calculus | 6 | Autumn |
| MATH188 | Mathematics 2: Series and Integral Calculus | 6 | Spring |
| ECON102 | Economics and Society | 6 | Autumn, Spring |
| ACCY112 | Accounting In Organisations | 6 | Autumn, Spring |
| CSIT113 | Problem Solving | 6 | Autumn |
| CSIT111 | Programming Fundamentals | 6 | Autumn, Spring |
| CSIT121 | Object Oriented Design and Programming | 6 | Autumn, Spring |
| 200-Level | |||
| FIN 222 | Corporate Finance | 6 | Autumn, Spring |
| MATH203 | Linear Algebra | 6 | Autumn |
| MATH201 | Multivariate and Vector Calculus | 6 | Autumn |
| STAT231 | Probability and Random Variables | 6 | Autumn |
| MATH202 | Differential Equations 2 | 6 | Spring |
| FIN 223 | Investment Analysis | 6 | Autumn, Spring |
| CSCI251 | Advanced Programming | 6 | Not offered in 2016 |
| STAT232 | Estimation and Hypothesis Testing | 6 | Spring |
| CSIT226 | Human Computer Interaction | 6 | Not offered in 2016 |
| CSIT214 | IT Project Management | 6 | Not offered in 2016 |
| 300-Level | |||
| FIN 323 | Portfolio Analysis | 6 | Autumn |
| FIN 322 | Advanced Corporate Finance | 6 | Spring |
| MATH317 | Financial Calculus | 6 | Autumn |
| STAT304 | Applied Probability and Financial Risk | 6 | Autumn |
| STAT332 | Linear and Generalised Linear Models | 6 | Spring |
| ECON331 | Financial Economics | 6 | Spring |
| STAT373 | Special Topics in Probability and Statistics 3* | 6 | Spring |
| MATH318 | Operations Research | 6 | Autumn |
| MATH372 | Special Topics in Mathematical Analysis 3* | 6 | Autumn, Spring |
| 400-Level | |||
| INFO411 | Data Mining and Knowledge Discovery | 6 | Autumn |
| INFO401 | Mathematics and Finance Honours Project | 12 | Annual |
| MATH407 | Research Methods | 6 | Autumn |
| Plus FOUR subjects from the List of Electives (see BMathFin(Hons)) | |||
* Consult Academic Program Director regarding choice of topic.
Credit Arrangements
Refer to UOW's credit arrangements for information on how to apply for credit.
Other Information
Further information is available at:
Email: eis@uow.edu.au