C04052v3 Master of Quantitative Finance
Award(s): Master of Quantitative Finance (MQF)Load credit points: 72
Course EFTSL: 1.5
Location: City campus
Note(s)
This course is not offered to international students.
Overview
Course aims
Admission requirements
Recognition of prior learning
Course duration and attendance
Course structure
Course completion requirements
Course program
Articulation with UTS courses
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.
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.
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 course.
Course structure
The Master of Quantitative Finance comprises 72 credit points of core 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 |
Articulation with UTS courses
This course is part of an articulated program comprising the Graduate Diploma in Quantitative Finance (C07023) and the Master of Quantitative Finance.
Other information
Further information is available from the Graduate School of Business on:
