- 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.
Bachelor of Mathematics and Finance (Honours) (Dean's Scholar) | 2020
Quantitative Computational Trading major
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) (Dean's Scholars) degree to satisfy the requirements of the Quantitative Computational Trading major:
CSCI251, CSIT111, CSIT113, CSIT121, 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) (Dean's Scholar) 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 |
| MATH235 or STAT235 | Mathematics Project A Statistics Project A | 6 | Autumn, Spring |
| 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 |
| STAT332 | Generalised Linear Models | 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