University of New South Wales, Australia

Máster Financial Mathematics - Máster en Matemáticas Financieras

University of New South Wales, Australia
Este curso no esta actualmente activo en nuestra Web
  • Imparte:
  • Modalidad:
    Presencial en New South Wales
  • Precio:
    770$AUD/UOC/year
  • Comienzo:
    Información no disponible
  • Lugar:
    UNSW Australia International Centre, East Wing, Red Centre Building
    New South Wales 2052
    Australia
  • Duración:
    2 Años
  • Idioma:
    El Curso se imparte en Inglés
  • Titulación:
    Máster Financial Mathematics

Presentación

The program is intended for students who have completed a degree in Mathematics or Statistics, or a Science degree with a major in mathematics or statistics, and who wish to further their knowledge of mathematical finance and statistics. The program offers intensive, high-level training in principles of financial modelling and its mathematical foundations, statistical techniques, risk assessment, and computational techniques of financial mathematics. The program was introduced in order to provide students with a route to high quality careers in the financial industry and to provide the financial sector with a stream of highly trained specialists in Quantitative Finance. In addition, the program will provide a means of obtaining the necessary preparation for further research in mathematical finance.

Requisitos

Postgraduate
Completion of a recognized bachelor degree
Meet English requirements.
* Some programs have additional entry requirements, please contact UNSW for this information.

Objetivos

Graduates will have acquired advanced disciplinary knowledge and skills in financial mathematics, and an ability to apply these in a range of contexts
Graduates will have developed an understanding of enquiry-based learning and demonstrate analytical skills as they relate to financial mathematics
Graduates will have developed advanced critical thinking and problem solving skills
Graduates will be able to communicate effectively to a range of audiences in both written and oral forms, and be capable of independent and collaborative enquiry and working effectively with others

Programa

The program consists of 72 units of credit (UOC) comprised of 36 UOC of compulsory core coursework subjects, 24 UOC of electives chosen from the School of Mathematics and Statistics and/or outside the School of Mathematics and Statistics, and a compulsory supervised research project worth 12 UOC.

Core Courses (36 UoC)

The core set of compulsory courses listed below is designed to give students a deep knowledge of the fundamentals of financial mathematics with a special emphasis on financial modelling, pricing of financial derivatives and risk management.

Students must complete all of these courses:
MATH5335 Comput´l Methods for Finance (6 UOC)
MATH5816 Continuous Time Fin´l Model´g (6 UOC)
MATH5835 Stochastic Processes (6 UOC)
MATH5965 Discrete Time Fin´l Modelling (6 UOC)
MATH5975 Intro to Stochastic Analysis (6 UOC)
MATH5985 Term Structure Modelling (6 UOC)

Mathematics and Statistics Postgraduate Courses

Note: not all of these courses are offered every semester. Please refer to the School of Mathematics and Statistics ( http://www.maths.unsw.edu.au/currentstudents/course-titles) for a list of courses available in a particular semester.
MATH5165 Optimization (6 UOC)
MATH5175 Special Topics (Appl Maths) A (6 UOC)
MATH5185 Special Topics (Appl Maths) B (6 UOC)
MATH5285 Fluids, Oceans and Climate (6 UOC)
MATH5295 Special Topics (Appl Maths) D (6 UOC)
MATH5305 Computational Mathematics (6 UOC)
MATH5335 Comput´l Methods for Finance (6 UOC)
MATH5425 Graph Theory (6 UOC)
MATH5505 Computational Combinatorics (6 UOC)
MATH5515 Special Topics (Pure Maths) A (6 UOC)
MATH5525 Special Topics (Pure Maths) B (6 UOC)
MATH5535 Special Topics (Pure Maths) C (6 UOC)
MATH5605 Functional Analysis (6 UOC)
MATH5615 Banach and Operator Algebras (6 UOC)
MATH5645 Number Theory (6 UOC)
MATH5665 Algebraic Topology (6 UOC)
MATH5685 Complex Analysis (6 UOC)
MATH5705 Analysis (6 UOC)
MATH5715 Harmonic Analysis (6 UOC)
MATH5725 Galois Theory (6 UOC)
MATH5735 Modules of Represent´n Theory (6 UOC)
MATH5785 Geometry (6 UOC)
MATH5805 Special Topics in Statistics (6 UOC)
MATH5806 Applied Regression Analysis (6 UOC)
MATH5816 Continuous Time Fin´l Model´g (6 UOC)
MATH5825 Measure, Integ & Probability (6 UOC)
MATH5826 Stat Methods in Epidemiology (6 UOC)
MATH5835 Stochastic Processes (6 UOC)
MATH5836 Data Mining (6 UOC)
MATH5845 Time Series (6 UOC)
MATH5846 Intro to Prob and Stoch Proc (6 UOC)
MATH5855 Multivariate Analysis (6 UOC)
MATH5856 Intro to Stats and Stat Comput (6 UOC)
MATH5885 Longitudinal Data Analysis (6 UOC)
MATH5895 Nonparametric Statistics (6 UOC)
MATH5905 Statistical Inference (6 UOC)
MATH5906 Clinical Trials (6 UOC)
MATH5916 Survival Analysis (6 UOC)
MATH5945 Categorical Data Analysis (6 UOC)
MATH5960 Bayesian Inference & Comput´n (6 UOC)
MATH5965 Discrete Time Fin´l Modelling (6 UOC)
MATH5975 Intro to Stochastic Analysis (6 UOC)

Publicidad

Ver otros masters de...