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  • 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...

  • 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...

  • 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.

  • 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 ...

  • 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...

  • 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...

  • 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 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...

  • 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.

  • Financial Mathematics IIACTL20002

    Offered:Semester 2Year:2019

    Topics include discount valuation of bonds and other assets including forward contracts; term structure of interest rates; duration and convexity; distributions of accumulations and present values; stochastic simulation; time series models

  • Financial Mathematics IACTL20001

    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; financial analysis of loan contracts and investment projects; characteristics of major asset types.

  • Risk Theory IACTL40002

    Offered:Semester 1Year:2019

    Topics include collective risk model, calculation of moments and mgf of aggregate claims, recursion formulae, effect of reinsurance; individual risk model, recursion formulae and approximations; credibility theory, exact credibility and the Buhlmann-Straub model; an introduction to ruin theory.