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  • Financial EconometricsECOM40004

    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...

  • Modelling the Australian MacroeconomyECOM40005

    Offered:Semester 2Year:2019

    This subject examines the use of macroeconomic models in economic policy analysis. The overall aim of the course is to discuss system approaches to estimating the macro-economy. Special attention will be paid to the SVAR and DSGE approaches and the relationship between them. The course will also ...

  • MacroeconometricsECOM90007

    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...

  • Modelling the Australian MacroeconomyECOM90012

    Offered:Semester 2Year:2019

    This subject examines the use of macroeconomic models in economic policy analysis. The overall aim of the course is to discuss system approaches to estimating the macro-economy. Special attention will be paid to the SVAR and DSGE approaches and the relationship between them. The course will also ...

  • Econometrics 1ECOM20001

    Offered:Semester 1, Semester 2Year:2019

    This subject provides an introduction to econometrics, which involves using data and statistical methods to estimate economic relationships, test economic theory, and predict the impact of policy. Topics covered include probability and statistics, single linear regression, multiple linear regress...

  • Basic EconometricsECOM30001

    Offered:Semester 1Year:2019

    This subject examines multiple regression analysis and its use in economics, management, finance, accounting and marketing. Topics will include the properties of estimators, hypothesis testing, specification error, multicollinearity, dummy variables, heteroskedasticity, serial correlation. Empiri...

  • Applied Microeconometric ModellingECOM30003

    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 2ECOM30002

    Offered:Semester 1, Semester 2Year:2019

    Extensions of the multiple regression model are examined. Topics include causal and statistical interpretations of regression models, instrumental variables, panel data and time series regression models and relevant statistical theory.

  • International Marketing ManagementMKTG90012

    Offered:Semester 1, Semester 2Year:2019

    International Marketing Management provides students with an introduction to basic marketing concepts as they apply in an international context. More fundamentally, it discusses some of the most important topics facing both international marketing practitioners and academics. These include global...

  • Applied Syndicate ProjectMKTG90032

    Offered:Semester 1, Semester 2Year:2019Quotas apply

    The Applied Syndicate Project in the Master of Marketing Communications is a capstone option. Students will be assigned in small groups (2-4/group) to a Project Organisation operating in the Marketing, Communications and/or Media industries. Working in teams, they will undertake a structured mark...

  • Market and Business ResearchMKTG20004

    Offered:Semester 2Year:2019

    This subject develops students' knowledge of fundamental market and business research concepts. It addresses the purpose, procedures and applications of market business research; helps view market and business research from a 'users' and 'doers' perspective; and aims to improve the managerial val...

  • Retail ManagementMKTG30006

    Offered:Semester 1Year:2019

    Retail Management examines one of the most important and dynamic sectors in contemporary industrial nations. The course provides an overview of retailing from a marketing and managerial perspective and examines the development, characteristics, and frontiers of the retail industry from a local an...

  • Strategic MarketingMKTG20008

    Offered:Semester 2Year:2019

    Strategic marketing builds on the concepts and skills learned in other marketing subjects. The subject presents an opportunity for students to learn, examine and apply strategic marketing decision processes with the goals of establishing, maintaining, or improving the firm’s competitive advantage...

  • NeuromarketingMKTG30008

    Offered:Semester 2Year:2019

    This subject examines the brain systems, research tools and insights from the brain and psychological sciences relevant to marketing theory and practice. Topics include neuroscience fundamentals; neuroscience technology used in marketing research; functional implications of key brain systems for ...

  • 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.

  • 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...

  • Advanced Financial Mathematics IACTL40004

    Offered:Semester 1Year:2019

    The binomial model; risk-neutral pricing of derivative securities; Brownian motion; introduction to Itô΄s formula and SDEs; stochastic asset models; Black-Scholes model; arbitrage and hedging; interest-rate models; actuarial applications (e.g. maturity guarantees, SPDAs) and simple models for cre...

  • 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...

  • 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.

  • 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...