University of Technology SydneyHandbook 2007

C07023v3 Graduate Diploma in Quantitative Finance

Award(s): Graduate Diploma in Quantitative Finance (GradDipQF)
CRICOS code: 042973K
Load credit points: 48
Course EFTSL: 1
Faculty/institute responsible: Business
Location: City campus

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

Overview

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.

The Graduate Diploma in Quantitative Finance provides the core knowledge of the modern financial instruments and the fundamentals of the specialised quantitative finance skills required for a basic professional competency in quantitative finance.

Articulation

Students who successfully complete this course may apply for admission to the Master of Quantitative Finance (C04052).

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 five subject exemptions in the Graduate Diploma in Finance, of which two core subjects may be approved from prior undergraduate study.

Course duration and attendance

The Graduate Diploma in Quantitative Finance is a one-and-a-half-years part-time or one year full-time course.

Course structure

The Graduate Diploma in Quantitative Finance comprises 48 credit points of core subjects.

Course completion requirements

STM90318 Core subjects 48cp
Total 48cp

Course program

The course program is shown below.

 
25832 Financial Markets Instruments 6cp
35364 Statistics for Quantitative Finance 6cp
25833 Derivatives 6cp
25834 Portfolio Analysis 6cp
25835 Computational Finance 6cp
25836 Financial Decision Making Under Uncertainty 6cp
25837 Financial Econometrics 6cp
35365 Stochastic Calculus in Finance 6cp

Other information

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