University of Technology SydneyHandbook 2007

C04052v3 Master of Quantitative Finance

Award(s): Master of Quantitative Finance (MQF)
CRICOS code: 042972M
Load credit points: 72
Course EFTSL: 1.5
Faculty/institute responsible: Business
Location: City campus

Overview
Course aims
Articulation
Additional admission requirements
Additional recognition of prior learning
Course duration and attendance
Course structure
Course completion requirements
Course program
Other information

Overview

The Master of Quantitative Finance provides the full gamut of specialised quantitative finance skills and development of professional competency required to be a quantitative finance specialist performing at the cutting edge of the discipline.

Participants have the opportunity to see the application of quantitative finance to advanced financial instruments, an integrated approach to risk management and how to implement quantitative finance strategies.

Course aims

The Quantitative Finance program provides the opportunity to acquire the detailed specialised knowledge and the professional competency required to work as a quantitative finance analyst in the modern finance industry.

Articulation

This course is part of an articulated program comprising the Graduate Diploma in Quantitative Finance (C07023), and the Master of Quantitative Finance.

Additional admission requirements

The admission requirement for this course is either a cognate degree in finance or a degree with a strong mathematical background from a recognised university or equivalent institution. Entry to the course is at the discretion of the Course Director.

Additional recognition of prior learning

Students may be granted a maximum of eight subject exemptions, of which four core subjects may be approved from prior undergraduate study.

Course duration and attendance

The Master of Quantitative Finance is a two-year, part-time, or one-year, full-time course.

Course structure

The Master of Quantitative Finance comprises 72 credit points of compulsory subjects.

Course completion requirements

STM90317 Core subjects 72cp
Total 72cp

Course program

Students complete the following subjects.

 
25832 Financial Markets Instruments 6cp
35364 Statistics for Quantitative Finance 6cp
25833 Derivatives 6cp
25834 Portfolio Analysis 6cp
35365 Stochastic Calculus in Finance 6cp
25838 Advanced Instruments 6cp
25839 Mathematics of Finance 6cp
25840 Integrated Risk Management 6cp
35366 Numerical Methods of Finance 6cp
25835 Computational Finance 6cp
25837 Financial Econometrics 6cp
25836 Financial Decision Making Under Uncertainty 6cp

Other information

Further information is available from the Graduate School of Business on: