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Overview

MATH2881 is a Mathematics Level II course.

Units of credit:Ìý6

Prerequisites: MATH1231 or MATH1241 or MATH1251 or ECON1203 (CR).

Exclusions:Ìý±·/´¡

Cycle of offering:Ìý°Õµþ°ä

Graduate attributes: The course will enhance your research, inquiry and analytical thinking abilities.

More information: The course outline course handout  contains information about course objectives, assessment, course materials and the syllabus.

Important additional information as of 2023

ÁñÁ«¹ÙÍø Plagiarism Policy

The University requires all students to be aware of its .

For courses convened by the 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 Online Handbook entry contains up-to-date timetabling information.

MATH2881 is a core course for the Quantitative Risk major in Advanced Mathematics but is also available generally.

If you are currently enrolled in MATH2881, you can log into  for this course.

The School is grateful for the continued support of our sponsor . 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.