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  • Mathematics of Finance IACTL90001

    Offered:Semester 1Year:2019

    Topics include compound interest functions; valuation of a series of payments, including where the cash flows and/or the force of interest are continuous functions of time; equations of value; loans repayable by instalments; characteristics of major asset types; and discount valuation of fixed in...

  • Statistical Techniques in InsuranceACTL90008

    Offered:Semester 2Year:2019

    Topics include experience rating; claim run-off triangles; generalised linear models; time series and their applications; simulation.

  • Financial Mathematics IIIACTL30006

    Offered:Semester 1Year:2019

    This subject introduces actuarial students to stochastic asset liability modelling. It aims to expand the student's knowledge of basic actuarial principles in the fields of investments and asset management. Topics include: utility theory, stochastic dominance, measures of investment risk, portfol...

  • ContingenciesACTL30003

    Offered:Semester 2Year:2019

    Topics include traditional life insurance products; present values of annuities and assurances for single lives; net and gross premiums and policy values; select mortality; joint life theory; cashflow models; competing risks; discounted emerging costs; multiple decrements; guarantees and options;...

  • Actuarial StatisticsACTL30004

    Offered:Semester 2Year:2019

    Topics include experience rating; claim run-off triangles; generalised linear models; time series and their applications; simulation; decision theory.

  • Models for Insurance and FinanceACTL30005

    Offered:Semester 2Year:2019

    Topics include: probability concepts; martingales in actuarial studies and finance; applications of Brownian motion, geometric Brownian motion and the lognormal distribution; stochastic calculus; models for financial time series; applications of Monte Carlo simulation in insurance and finance.

  • Actuarial Studies Projects Part 1ACTL40010

    Offered:Semester 1Year:2019

    Students will be required to submit three assignments of between 3,000 and 3,500 words each, on dates specified at the start of the academic year. The word count includes bibliography, footnotes, appendices and the number of words which would take up space used for tables, formulae and charts.

  • Actuarial Studies ProjectsACTL90013

    Offered:Semester 1, Semester 2Year:2019

    This subject provides students with the experience of carrying out research independently on each of three topics chosen by the subject’s lecturers. It involves a two-semester program of study, (students must enrol in the subjects in two consecutive semesters). For each topic, the student is requ...

  • MicroeconometricsECOM90008

    Offered:Semester 2Year:2019

    The specification, estimation and testing of a range of models used to analyse microeconometric data is examined. The models to be considered may include discrete choice models, models for censored and truncated data, models of duration data, models with self-selectivity, models of count data and...

  • Treatment Effects and Program EvaluationECOM90023

    Offered:Semester 1Year:2019

    This subject aims to familiarize students with the tools commonly used for identifying and estimating tretment effects and evaluating programs and policies. Topics to be covered include the use and interpretation of Difference in Difference, Instrumental Variables, and Regression Discontinuity De...

  • Advanced Econometric TechniquesECOM90005

    Offered:Semester 1Year:2019

    This course is designed to introduce you to the mathematical underpinnings of the main tools used in empirical economics. Special emphasis will be given to three topics: models of probability, methods of estimation, and methods of inference. Simple mathematical analysis, in particular both differ...

  • Advanced Studies in Econometrics 1ECOM90018

    Offered:Semester 1Year:2019

    The substantive content of the Advanced Studies subject will include current research projects being conducted by Faculty staff and/or visiting scholars. Alongside the Economics Thesis Workshop, which enhances the preparation of the student’s research project, Advanced Studies will provide gradu...

  • Applied Microeconometric ModellingECOM90003

    Offered:Semester 2Year:2019

    This subject examines estimation and testing of microeconometric models based on cross-sectional and panel data and quantitative and limited dependent variables. Illustrative application topics normally will include labour economics, consumer demand and finance. The computer software used is Stata.

  • Econometrics 2ECOM90002

    Offered:Semester 1, Semester 2Year:2019

    Extensions of the multiple regression model are examined. Topics include non-linear least squares, maximum likelihood estimation and related testing procedures, generalised least squares, heteroskedasticity, autocorrelation and models with stochastic regressors. Limited dependent variable and pan...

  • Quantitative Methods for BusinessECOM90009

    Offered:Semester 1, Semester 2Year:2019

    The subject introduces students without a strong mathematical background to some of the methods used to collect, present and analyse data and to provide illustrative applications to decision problems faced by business managers. Topics will be chosen from: sources of data; sampling and collection ...

  • MacroeconometricsECOM40003

    Offered:Semester 1Year:2019

    This subject provides an advanced discussion of the main techniques used in macroeconometric analysis. The topics covered in this course will be selected from the following broad areas: (1) Univariate analysis of stationary and non stationary series including ARIMA possesses, unobserved component...

  • Financial EconometricsECOM90011

    Offered:Semester 2Year:2019

    Features of financial data require specific methods of analysis. Basic econometric tools are presented for the analysis of data such as stock exchange returns, exchange rates, bonds prices, etc. Applications of econometric models in finance include option pricing, extreme values and value at risk...

  • Econometrics 3ECOM90013

    Offered:Semester 1Year:2019

    Estimation and inference techniques for models involving a single equation and systems of equations are introduced. Normally topics include asymptotic theory, maximum likelihood estimation, classical testing procedures, generalised least squares estimation, seemingly unrelated regression models, ...

  • Actuarial Science Research Report Part 2ACTL90017

    Offered:Semester 1, Semester 2Year:2019

    Refer to ACTL90016 Actuarial Science Research Report Part 1 for details

  • Risk Theory IIACTL40003

    Offered:Semester 2Year:2019

    Topics include premium principles, including variance principle, Esscher principle, risk adjusted principle; applications of utility theory, premium calculation and optimal reinsurance retention levels; reinsurance problems; ruin theory, Lundberg's inequality, explicit solutions for the probabili...