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  • Risk Theory IACTL40002

    Offered:Semester 1Year:2018

    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.

  • Actuarial Practice and Control IIACTL90011

    Offered:Semester 2Year:2018

      Topics include assessment of solvency; analysis of experience; analysis of surplus; actuarial techniques in the wider fields; and an introduction to professionalism.

  • Mathematics of Finance IVACTL90015

    Offered:Semester 2Year:2018

    This subject will consider the following topics: No-arbitrage pricing in continuous-time models. Completeness. Fundamental Theorem of Asset Pricing. Applications of martingales. Multidimensional Brownian motion in asset price models. Other asset price models. Pricing of path-dependent options. Co...

  • Advanced Financial Mathematics IIACTL40008

    Offered:Semester 2Year:2018

    No-arbitrage pricing in continuous-time models. Completeness. Fundamental Theorem of Asset Pricing. Applications of martingales. Multidimensional Brownian motion in asset price models. Other asset price models. Pricing of path-dependent options. Computation methods.

  • Actuarial Studies Projects Part 2ACTL40011

    Offered:Semester 2Year:2018

    Please refer to the handbook page for Part 1: ACTL40010.

  • Special Topics in Adv. Econometrics 2ECOM90015

    Offered:Semester 1Year:2018

    Special topics may be offered from time to time which reflect the interests of permanent and/or visiting members of staff. The purpose of this subject is to develop the research ability of students through intensive discussion of set readings. Details of specific topics to be covered each year wi...

  • Modelling the Australian MacroeconomyECOM40005

    Offered:Semester 2Year:2018

    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 als...

  • MacroeconometricsECOM90007

    Offered:Semester 1Year:2018

    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...

  • MicroeconometricsECOM90008

    Offered:Semester 2Year:2018

    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...

  • Economics Thesis Workshop Part 2ECON90074

    Offered:Semester 1, Semester 2Year:2018

    Refer to ECON90073 Economics Thesis Workshop Part 1 for details

  • Positive Political EconomicsECON90037

    Offered:Semester 2Year:2018

    This subject provides an overview of the field of political economics. Political economics extends the scope of standard economic analysis by assuming that individuals follow their own agenda and maximize their own utility not only in the economic, but also in the political sphere. The following ...

  • Microeconomics 2ECON90045

    Offered:Semester 2Year:2018

    This subject explains and provides illustrative applications of microeconomic theory of the behaviour of households, firms and government and how the behaviour of the private sector and the public sector influence the efficiency of the economy. Topics include consumer theory, producer theory, per...

  • World Economic HistoryECON90056

    Offered:Semester 2Year:2018

    This subject provides an introduction to the development of economic activity and material wellbeing in the world primarily in the past 200 years. The main objectives are to present an overview of the main phases and episodes in the evolution of the world economy, and to develop an understanding ...

  • MicroeconomicsECON90002

    Offered:Semester 1Year:2018

    The subject is an advanced treatment of the Economics of Information and Game Theory. Students study the foundations of consumer and producer theory. Game theoretic interpretations of equilibrium are introduced including those appropriate for asymmetric situations. The concept of a Bayesian Nash ...

  • Time Series Analysis and ForecastingECOM30004

    Offered:Semester 2Year:2018

    Normally topics will include current techniques used in forecasting in finance, accounting and economics such as regression models, Box-Jenkins, ARIMA models, vector autoregression, causality analysis, cointegration and forecast evaluation, and ARCH models. The computer software used is Eviews.

  • Introductory MicroeconomicsECON10004

    Offered:Semester 1, Semester 2Year:2018Quotas apply

    This subject is an introduction to microeconomic theory and policy. Topics include the theory of perfectly competitive markets, welfare analysis and the role of government in the economy, theory of the firm (production and costs), game theory, and effects of market structure on resource allocation.

  • Experimental EconomicsECON30022

    Offered:Semester 2Year:2018

    Experimental Economics is a branch of economics that uses controlled experiments to evaluate theories and behavioural assumptions, as well as to test policies and their implementation. The subject will introduce students to experimental methods as applied in economics and present key findings fro...

  • History of Economic ThoughtECON30008

    Offered:Semester 1Year:2018

    The development of economic theory, emphasising the works of the classical and neoclassical economists and Keynes. The subject will be concerned with looking at modern economic theory from an historical perspective. Students will be expected to read original works as well as secondary literature.

  • Financial Mathematics IIACTL20002

    Offered:Semester 2Year:2018

    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

  • Intermediate MicroeconomicsECON20002

    Offered:Summer Term, Semester 1Year:2018

    This subject examines the development of the microeconomic theory of the behaviour of economic agents and how the behaviour of economic agents and government influence the efficiency of the economy. Topics include perfect competition, general equilibrium, market power, intertemporal decision maki...