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- Home
- Our school
- Study with us
- Our research
-
Student life & resources
Postgraduate research
- Info for new students
- Current research students
- Postgraduate conference
- Postgraduate events
- Postgraduate student awards
- Michael Tallis PhD Research Travel Award
- Information about research theses
- Past research students
- Resources
- Entry requirements
- PhD projects
- Obtaining funding
- Application & fee information
Student services
- Help for postgraduate students
- Thesis guidelines
- School assessment policies
- Computing information
- Mathematics Drop-in Centre
- Consultation
- Statistics Consultation Service
- Academic advice
- Enrolment variation
- Changing tutorials
- Illness or misadventure
- Application form for existing casual tutors
- ARC grants Head of School sign off
- Computing facilities
- Choosing your major
- Engage with us
- News & events
- Contact
Overview
MATH2881 is a Mathematics Level II course.
Units of credit: 6
Prerequisites: MATH1231 or MATH1241 or MATH1251 or ECON1203 (CR).
Exclusions: N/A
Cycle of offering: TBC
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
UNSW Plagiarism Policy
The University requires all students to be aware of its policy on plagiarism.
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 UNSW Moodle for this course.
The School is grateful for the continued support of our sponsor SAS. 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.