MATH3075/3975 Financial Mathematics

General Information

This page contains information on the Senior normal Unit of Study MATH3075 Financial Mathematics and the Senior advanced Unit of Study MATH3975 Financial Mathematics (advanced). Note that MATH3075 and MATH3975 share the same classes.

• Taught in Semester 2.
• Credit point value: 6.
• Classes per week: Three lectures and one tutorial.
• Lecturer(s): Christian-Oliver Ewald and Georg Gottwald.

Please refer to the Senior Mathematics and Statistics Handbook for all questions relating to Senior Mathematics and Statistics. In particular, see the MATH3075/3975 handbook entry for further information relating to MATH3075 and MATH3975.

You may also view the Faculty Handbook entry for MATH3075 and the Faculty Handbook entry for MATH3975 in the central units of study database.

Tutorial Problems and Solutions

• Please note that all asterisked questions are 'Advanced (MATH3975) Only'.

Download Tutorial Problems and Solutions (PDF files) here.

• Tutorial 1 and Solutions
• Tutorial 2 and Solutions
• Tutorial 3 and Solutions
• Tutorial 4 and Solutions
• Tutorial 5
• Quiz 1 Normal and Solutions
• Quiz 1 Normal and Solutions
• Tutorial 6 and Solutions
• Tutorial 7 and Solutions
• Tutorial 8 and Solutions
• Tutorial 9 and Solutions
• Quiz 2 Normal and Solutions
• Quiz 2 Advanced and Solutions

Quiz 1 will be a 24-hour take-home quiz starting at the 4pm lecture Thursday, September 3rd.
(There is no practice quiz.)

Additional questions for practice (on popular demand!)

• Add 1
• Add 2

Additional handwritten notes (on popular demand!)

• part 1
• part 2
• part 3
• part 4
• review

Quiz 2 will be a take-home quiz available at the lecture on Thursday 22 October, to be handed in by 5:00pm on Friday 23 October.
(There is no practice quiz.)
The quiz will cover material from Chapter 4, Chapter 5 and Chapter 6 (>= 6.3 not part of the quiz). Tutorial 8 is relevant.

Exam

The front pages for the normal and the advanced exam is available for your perusal.

Unit Assessments

Assessments for MATH3075 and MATH3975 are as follows:

• Two class quizzes worth 10% each = 20%
• End of semester Exam worth 80%

Timetable