- 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 Major | 2017
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, Summer 2017/2018 |
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 | Autumn, Spring |
STAT232 | Estimation and Hypothesis Testing | 6 | Spring |
CSIT226 | Human Computer Interaction | 6 | Spring |
CSIT214 | IT Project Management | 6 | Autumn, Spring |
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 | Autumn |
MATH318 | Operations Research | 6 | Autumn |
MATH372 | Special Topics in Mathematical Analysis 3 | 6 | Not offered in this year |
Dean's Scholars students must also choose ONE of the core subjects below: | |||
MATH235 | Mathematics Project A | 6 | Autumn, Spring |
STAT235 | Statistics Project A | 6 | Autumn, Spring |
400-Level | |||
INFO411 | Data Mining and Knowledge Discovery | 6 | Autumn |
INFO401 | Mathematics and Finance Honours Project | 12 | Annual, Spring 2017/Autumn 2018 |
MATH407 | Research Methods | 6 | Autumn |
Plus ONE subject from the List of Electives (see BMathFin(Hons)) |
* Consult the 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