2020 Undergraduate Courses

Quantitative and Computational Trading Major | 2020

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.

Subjects Required for Major Study

The following subjects must be completed within the Bachelor of Mathematics and Finance (Honours) degree to satisfy the requirements of the Quantitative Computational Trading major:

CSCI251, CSIT111, CSIT113, CSIT226, ECON331, INFO411, MATH318, MATH472, STAT304, STAT473

The following program of study is recommended to satisfy this major in the Bachelor of Mathematics and Finance (Honours) degree in minimum time.

Subject Code Subject Name Credit Points Session(s)
Year 1
ACCY111 Accounting Fundamentals In Society 6 Autumn, Spring
CSIT111 Programming Fundamentals 6 Autumn, Spring
MATH100 Introduction to Mathematics 6 Autumn
MATH187 Mathematics 1: Algebra and Differential Calculus 6 Autumn
ACCY112 Accounting In Organisations 6 Autumn, Spring, Summer 2020/2021
FIN 111 Introductory Principles of Finance 6 Autumn, Spring, Summer 2020/2021
MATH188 Mathematics 2: Series and Integral Calculus 6 Spring
STAT101 Introduction to Statistics 6 Spring
Year 2
FIN 222 Corporate Finance 6 Autumn, Spring
MATH201 Multivariate and Vector Calculus 6 Autumn
MATH202 Differential Equations: Analysis and Applications 6 Autumn
STAT201 Random Variables and Estimation 6 Autumn
CSIT121 Object Oriented Design and Programming 6 Autumn, Spring, Summer 2020/2021
CSIT226 Human Computer Interaction 6 Spring
FIN 223 Investment Analysis 6 Autumn, Spring
STAT202 Statistical Inference and Introduction to Model Building 6 Spring
Year 3
CSCI251 Advanced Programming 6 Autumn, Spring
CSIT113 Problem Solving 6 Autumn
MATH317 Financial Mathematics 6 Autumn
STAT332 Generalised Linear Models 6 Autumn
FIN 322 Advanced Corporate Finance 6 Spring
MATH203 Linear Algebra and Groups 6 Spring
MATH318 Optimisation and Applications 6 Spring
STAT304 Stochastic Methods in Statistical Analysis 6 Spring
Year 4
INFO401 Mathematics and Finance Honours Project 12 Annual, Spring 2020/Autumn 2021
INFO411 Data Mining and Knowledge Discovery 6 Autumn
MATH407 Research Methods 6 Autumn
STAT473 * Honours Topics in Statistics C 6 Autumn, Spring
ECON331 Financial Economics 6 Spring
MATH472 ** Honours Topics in Mathematics B 6 Autumn, Spring
Plus ONE 300- or 400-level FIN/ECON/ACCY subject from the List of Electives

* STAT473 is the 400-level equivalent of STAT920.

** MATH472 is the 400-level equivalent of MATH942.

Entry Requirements & Credit Arrangements

Information on academic and English language requirements, as well as eligibility for credit for prior learning, is available from the Course Finder.

Other Information

For further information email: eis@uow.edu.au

Last reviewed: 10 October, 2019