Overview
MATH2881 is a Mathematics Level II course.
Units of credit:听6
Prerequisites:聽MATH1231 or MATH1241 or MATH1251 or ECON1203 (CR).
Exclusions:听狈/础
Cycle of offering:听罢叠颁
Graduate attributes:聽The course will enhance your research, inquiry and analytical thinking abilities.
More information:聽The course outline聽course handout聽 contains information about course objectives, assessment, course materials and the syllabus.
Important additional information as of 2023
国民彩票 Plagiarism Policy
The University requires all students to be aware of its聽.
For courses convened by the聽School of Mathematics and Statistics no assistance using generative AI software is allowed unless specifically referred to in the individual assessment tasks.
If its use is detected in the no assistance case, it will be regarded as serious academic misconduct and subject to the standard penalties, which may include 00FL, suspension and exclusion.
The聽Online Handbook entry聽contains up-to-date timetabling information.
MATH2881 is a core course for the Quantitative Risk major in Advanced聽Mathematics but is also available generally.
If you are currently enrolled in MATH2881, you can log into聽聽for this course.
The School is grateful for the continued support of our sponsor聽. The sponsor will operate a (voluntary) work placement program for students of the course.
Course description
The course introduces the methods used in banks and financial institutions to measure and mitigate their risk. It deals with the regulatory framework of bank risk and introduces the statistical methods for market, credit and operational risk, such as Value-at-Risk and issues concerning predictions from financial data.