Quantitative Finance
The units of study listed in the following table are those available for the current year. Students may also include any units of study, which are additional to those currently listed, which appear under these subject areas in the Business School handbook/website in subsequent years (subject to any prerequisite or prohibition rules).
Timetabling information for the current year is available on the Business School website. Students should note that units of study are run subject to demand.
Table of postgraduate units of study: Commerce
| Unit of study | Credit points | A: Assumed knowledge P: Prerequisites C: Corequisites N: Prohibition | Session |
|---|---|---|---|
Quantitative Finance |
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| Achievement of a specialisation in Quantitative Finance requires 36 credit points from this table comprising: | |||
| (i) 12 credit points in foundational units of study | |||
| (ii) 12 credit points in compulsory units of study | |||
| (iii) 12 credit points in elective units of study. | |||
Units of study for the specialisation |
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Foundational units of study |
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| FINC5001 Capital Markets and Corporate Finance |
6 | Intensive January Intensive July Semester 1 Semester 2 |
|
| QBUS5001 Quantitative Methods for Business |
6 | A Basic calculus; basic concepts of probability & statistics N ECMT5001 or QBUS5002 |
Semester 1 Semester 2 |
Compulsory units of study |
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| FINC6000 Quantitative Finance and Derivatives |
6 | A This unit requires students to have some background in calculus, matrices, statistics and probability. P FINC5001 N FINC5002 |
Semester 1 Semester 2 |
| QBUS6830 Financial Time Series and Forecasting |
6 | A Basic knowledge of quantitative methods including statistics, basic probability theory, and introductory regression analysis. P ECMT5001 or QBUS5001 |
Semester 1 Semester 2 |
Elective units of study |
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| FINC6005 Advanced Asset Pricing |
6 | P FINC5001 or FINC5002 or FINC6000 Only students with strong quantitative/mathematical skills should attempt this course |
Semester 1 |
| FINC6009 Portfolio Theory and its Applications |
6 | P FINC5001 or FINC5002 or FINC6000 |
Semester 2 |
| FINC6014 Fixed Income Securities |
6 | P FINC5001 |
Semester 2 |