Financial Mathematics (MATH3090)

Course level

Undergraduate

Faculty

Science

School

Mathematics & Physics School

Units

2

Duration

One Semester

Class hours

3 Lecture hours
1 Tutorial hour

Incompatible

MN391 or MATH7039

Prerequisite

MATH1051 + MATH1052 + (STAT2003 or STAT2004)

Recommended prerequisite

Assessment methods

Examination, assignments, class presentation

Course enquiries

Dr Graeme Chandler (gac@maths.uq.edu.au)

Study Abroad

This course is pre-approved for Study Abroad and Exchange students.

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

(Students without prior studies in statistics may find MATH3090 difficult.) 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.

Archived offerings

Course offerings Location Mode Course Profile
Semester 1, 2023 (20/02/2023 - 17/06/2023) External External Course Profile
Semester 1, 2023 (20/02/2023 - 17/06/2023) St Lucia In Person Course Profile
Semester 1, 2022 (21/02/2022 - 21/06/2022) St Lucia Internal Course Profile
Semester 1, 2022 (21/02/2022 - 21/06/2022) External External Course Profile
Semester 1, 2021 (22/02/2021 - 19/06/2021) St Lucia Flexible Delivery Course Profile
Semester 1, 2021 (22/02/2021 - 19/06/2021) External External Course Profile
Semester 1, 2020 (24/02/2020 - 11/07/2020) St Lucia Internal Course Profile
Semester 1, 2019 (25/02/2019 - 22/06/2019) St Lucia Internal Course Profile
Semester 1, 2018 (19/02/2018 - 23/06/2018) St Lucia Internal Course Profile
Semester 1, 2017 (27/02/2017 - 24/06/2017) St Lucia Internal Course Profile
Semester 1, 2016 (29/02/2016 - 25/06/2016) St Lucia Internal Course Profile
Semester 1, 2015 (02/03/2015 - 27/06/2015) St Lucia Internal Course Profile