Quantitative Finance Major (Master of Commerce and combined Master of Commerce programs)

Description

Requirements for the major

Students who intend to complete a major in Quantitative Finance must complete the following foundation level unit of study as a prerequisite for the major:

• ECMT5001 Principles of Econometrics
• FINC5001 Capital Markets and Corporate Finance

To obtain a Quantitative Finance major, students must complete the following four units of study (24 credit points), comprising:

1. three compulsory units of study (18 credit points), as follows:
   • FINC6000 Quantitative Finance
   • FINC6005 Advanced Asset Pricing
   • FINC6009 Portfolio Theory and Its Application
2. one elective unit of study (six credit points), selected from the following:
   • ECMT6006 Applied Financial Econometrics
   • FINC6014 Fixed Income Securities
   • FINC6019 Financial Modelling

Availability of this major

This version of this major is available under the following degrees:

• Master of Commerce
• Master of Commerce and Master of Facilities Management
• Master of Commerce and Master of Logistics Management
• Master of Commerce and Master of Professional Accounting
• Master of International Business and Master of Commerce
• Master of Transport Management and Master of Commerce

Students enrolled in the Graduate Diploma in Commerce or the Master of Professional Accounting may choose units from this major subject area as electives in their course.