Financial Mathematics (MATH7039)
Course level
Postgraduate Coursework
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Class hours
3 Lecture hours
1 Tutorial hour
Incompatible
MATH3090 or MN391
Prerequisite
Permission of Head of School
Assessment methods
Examination, assignments, presentation
Course enquiries
Dr Graeme Chandler (gac@maths.uq.edu.au)
Current course offerings
Course offerings | Location | Mode | Course Profile |
Semester 1, 2024 (19/02/2024 - 15/06/2024) | St Lucia | In Person | Course Profile |
Please Note: Course profiles marked as not available may still be in development.
Course description
Introduction to the Australian money market risk management through the Queensland Treasury Corporation simulation game. Mathematical models of share prices, portfolio optimisation, stochastic differential equations, options pricing & value at risk.