Study in the Discipline of聽Financial Mathematics and Statistics is offered by the School of Mathematics and Statistics in the Faculty of Science. Units of study in this major are available at standard and advanced level.
To ensure success, make sure you are aware of the required level of mathematics (assumed knowledge) for this curriculum component. Visit the mathematics learning support鈥痺ebpage, to understand your pathway to success, including the sequence of units you should complete and the support services available.
Financial Mathematics and Statistics聽is designed to meet the needs of a particularly popular area of employment for our mathematics graduates. Mathematics is the foundation of the financial world. It allows investors, traders and bankers to make optimal decisions and to distribute risk in a rational way. The mathematics behind finance is, however, not simple and relies heavily on ideas from mathematical theory of probability, analysis, differential equations and statistics.
Financial Mathematics and Statistics聽will give you a broad introduction to the methods and ideas of mathematical finance and will prepare you for employment in the financial sector or for honours and further study in the field.
Requirements for the major and minor in Financial Mathematics and Statistics are listed in the .
Honours in Financial Mathematics and Statistics may be undertaken in certain appended honours degrees.聽 Admission requirements and unit of study information can be found on the Honours unit of study table. Read how to apply for honours as a current student.
Honours in Financial Mathematics and Statistics is a one-year component available via an appended Honours. It consists of four 6-credit point coursework units focusing on your research area and 24-credit points of research project.
Students are required to enrol in two core units: Probability and Martingale Theory and Arbitrage Pricing in Continuous Time and also complete at least one of the following units: Stochastic Analysis and Topics in Financial Mathematics.
Honours is available to students who have a completed major in an area relevant to their project and have met the requirements outlined in the resolutions. Admittance into the program is determined by the Faculty of Science as well as the honours coordinator.
| Website | School of Mathematics and Statistics |
|---|---|
| First year enquiries | fy.maths@sydney.edu.au |
| Other undergraduate enquiries | maths.schooloffice@sydney.edu.au |
| All enquiries | +61 2 9351 5787 |
| Major coordinator | Dr Zhou Zhou E zhou.zhou@sydney.edu.au |
| Honours coordinator | Professor Marek Rutkowski E marek.rutkowski@sydney.edu.au |