• Total units 48 Units
  • Areas of interest Commerce, Finance, Statistics
  • Major code QFIN-MAJ
  • Academic career Undergraduate

The major in Quantitative Finance builds skills in the concepts and techniques required in the financial markets for statistical analysis and modelling, risk management, model calibration, and derivatives pricing. Students will develop competency in both the theory and the implementation. The analytic skills obtained will be highly beneficial for a career in a hedge fund, funds management, derivatives trading and sales, risk management, or consulting.

Learning Outcomes

1. Recognise the important role of options, futures and other contingent claims  in the financial markets.

2. Apply mathematical techniques for the pricing and hedging of contingent claims whilst demonstrating appreciation for the underlying assumptions and requirements for these techniques to be valid.

3. Communicate the principles and results using the language and conventions of the discipline.

4. Apply the theory in practice through computer based modelling, in appropriate contexts.

5. Develop the skills necessary to critically engage with and evaluate literature on the management and pricing of contingent claims. 

6. Develop the skills necessary to work independently and collaboratively to collect, process, interpret pricing models and their outcomes. 

Other Information

Students who are doing both the Quantitative Finance major and the Mathematical Finance major will be able to take MATH3015 in place of FINM3007.

Relevant Degrees

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This major requires the completion of 48 units, which must include:

48 units from completion of the following course(s):

Code Title Units
FINM2001 Corporate Finance 6
FINM2002 Derivatives 6
FINM2003 Investments 6
FINM3003 Continuous Time Finance 6
FINM3007 Advanced Derivatives Pricing and Applications 6
STAT2001 Introductory Mathematical Statistics 6
STAT2008 Regression Modelling 6
STAT2005 Introduction to Stochastic Processes 6
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