University of Sydney Handbooks - 2019 Archive

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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

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

Foundational units of study

Capital Markets and Corporate Finance
6      Intensive January
Intensive July
Semester 1
Semester 2
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

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
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

Advanced Asset Pricing
6    P FINC5001 or FINC5002 or FINC6000

Only students with strong quantitative/mathematical skills should attempt this course
Semester 1
Portfolio Theory and its Applications
6    P FINC5001 or FINC5002 or FINC6000
Semester 2
Fixed Income Securities
6    P FINC5001
Semester 2