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Foundations of quantitative finance
ETC3520
Synopsis
This unit will introduce you to the basic theories of financial market behaviour, modelling of investment risk, interest rate models and option pricing models. You will be introduced to the mathematical and statistical foundations of financial modelling, especially the tools used to analyse interest rates and investment risk. Option pricing models will also be introduced, and related to the work of an Actuary.
Sourced from the Monash Handbook 2026.
Quick facts
- Credit points
- 6
- Level
- 3
- Audience
- Undergraduate
- Type
- Coursework
- School
- Faculty of Business and Economics
- Faculty
- Department of Econometrics and Business Statistics
- Handbook year
- 2026
Prerequisites (3)
What it unlocks
Nothing in the visible graph depends on this unit.
Offerings (1)
- Second semesterClayton · ON-CAMPUS
Listed in 3 areas of study
- Actuarial studiesCore units
- Actuarial studiesAdditional actuarial studies units
- Actuarial studiesCore units