301303 v.2 Master of Quantitative Finance
MQuanFin(Curtin)
Introduction
This is a specialised professional finance course for those wishing to develop quantitative analyst skills in finance, skills required in working with corporate treasurers, fund managers, futures traders, risk managers and stockbrokers. The focus is on the finance and mathematical fundamentals required for pricing of financial products as well as financial time series techniques and their application to financial markets.
Course Entry Requirements/Prerequisites
A bachelor degree from a recognised tertiary education institution, or an equivalent academic qualification.
Specific Requirements
Candidates without sufficient background may be required to complete one or more of the following foundation units before commencing the first stage - Economics Analysis and Asian Economics 550, Mathematics (Introductory) 550, Financial Management 550, Statistics (Introductory) 550.
Recognition of Prior Learning
Applications for recognition of prior learning are assessed on an individual basis.
Duration and Availability
This course is three semesters full-time or equivalent part-time study. Depending on their previous field of study students may be required to complete one or more foundation units before commencing the first stage.
Additional Course Expenses
Students may be expected to purchase a number of textbooks, readers and other vital study materials. In addition, students may also need to contribute some of the cost of consumables, which varies depending on the area of study.
Course Structure |
Hrs/Wk |
Credit |
Year 1 Semester 1 |
|
|
12751 |
v.3 |
|
Finance (Portfolio Management) 571 |
3.0 |
25.0 |
12752 |
v.3 |
|
Finance (Corporate) 572 |
3.0 |
25.0 |
301349 |
v.2 |
|
Mathematical Methods 560 |
4.0 |
25.0 |
301350 |
v.2 |
|
Statistical Methods 560 |
4.0 |
25.0 |
|
100.0 |
Year 1 Semester 2 |
|
|
12753 |
v.3 |
|
Finance (International) 573 |
3.0 |
25.0 |
12754 |
v.3 |
|
Finance (Derivative Securities) 574 |
3.0 |
25.0 |
301344 |
v.2 |
|
Probability Concepts 570 |
4.0 |
25.0 |
304235 |
v.3 |
|
Stochastic Financial Modelling 503 |
3.0 |
25.0 |
|
100.0 |
|
Optional Units to Select From in Year 2 Semester 1 |
Hrs/Wk |
Credits |
4469 |
v.3 |
# |
Applied Statistics 503 |
3.0 |
25.0 |
4475 |
v.3 |
# |
Operations Research 503 |
3.0 |
25.0 |
4476 |
v.3 |
# |
Operations Research 504 |
3.0 |
25.0 |
5910 |
v.4 |
# |
Stochastic Processes 501 |
3.0 |
25.0 |
10980 |
v.5 |
* |
Finance (Corporate) 567 |
3.0 |
50.0 |
11652 |
v.2 |
* |
Business Dissertation (Economics and Finance) 693 |
6.0 |
50.0 |
11654 |
v.2 |
* |
Business Dissertation (Economics and Finance) 695 |
3.0 |
25.0 |
12464 |
v.4 |
* |
Financial (Markets and Institutions) 576 |
3.0 |
50.0 |
13318 |
v.3 |
* |
Finance (Market for Corporate Control) 511 |
3.0 |
25.0 |
13319 |
v.3 |
* |
Finance (Decision Making) 582 |
3.0 |
25.0 |
13508 |
v.3 |
* |
Econometrics 513 |
4.0 |
25.0 |
13618 |
v.3 |
* |
Financial Econometrics 575 |
3.0 |
50.0 |
301322 |
v.2 |
# |
Applied Statistics 570 |
4.0 |
25.0 |
301337 |
v.3 |
* |
Finance (Analysis) 506 |
3.0 |
25.0 |
303937 |
v.3 |
* |
Finance (Advanced Investment Analysis) 578 |
3.0 |
50.0 |
304193 |
v.3 |
# |
Time Series Modelling 504 |
3.0 |
25.0 |
304234 |
v.2 |
|
Probability and Statistics Topics 501 |
3.0 |
25.0 |
|
|
|
|
|
|
# |
Mathematics optional units. |
* |
Finance optional units. |
N1 |
Year 2, Semester 1: Students must study 2 finance optional units and 2 mathematical optional units. |
|
|
|
|
|
|
Availability
Year | Location | Period | All* | Internal | External | 2004 | Bentley Campus | Semester 1 | Y | | | 2004 | Bentley Campus | Semester 2 | Y | | |
The information displayed above refers to study periods and locations where the course is available for first time entry. Students are normally only offered or admitted to a course once.
*The course itself may not be available either solely internally or externally but individual units may be offered in either or both of those modes. Prospective students should contact the Course Coordinator for further information.
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