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  • Research ProjectECOM90021

    Offered:Semester 2Year:2018

    This subject provides students with the experience of carrying out research independently on specific topics. The student is required to conduct and present the results of an independent piece of applied econometrics research both orally and as an extended essay.

  • Basic EconometricsECOM90001

    Offered:Semester 1Year:2018

    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...

  • Mathematics of Finance IIIACTL90003

    Offered:Semester 1Year:2018

    The binomial model; risk-neutral pricing of derivative securities; introduction to Ito's formula and SDEs; stochastic asset models; Black-Scholes model; arbitrage and hedging; interest-rate models; actuarial applications.

  • Life ContingenciesACTL90005

    Offered:Semester 2Year:2018

    This subject applies previous studies in the areas of financial mathematics, survival modelling, stochastic processes and graduation to life insurance and superannuation products. Specifically, the subject considers pricing and reserving for life insurance policies issued to single lives or to co...

  • Actuarial Practice and Control IIIACTL40009

    Offered:Semester 2Year:2018

    This subject covers analysis of investment portfolios and asset classes from the perspective of an appointed actuary, with a view to identifying assets that suit the requirements of a variety of general insurance, life insurance, superannuation and other defined benefit liabilities.

  • Actuarial Practice and Control IIIACTL90009

    Offered:Semester 1, Semester 2Year:2018

    Analysis of investment portfolios and asset classes from the perspective of an appointed actuary, with a view to identifying assets that suit the requirements of a variety of general insurance, life insurance, superannuation and other defined benefit liabilities.    

  • Actuarial Studies Projects Part 1ACTL40010

    Offered:Semester 1Year:2018

    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 Science Research Report Part 1ACTL90016

    Offered:Semester 1, Semester 2Year:2018

    A research essay not exceeding 10,000 words on a topic approved by the Head of Department. The word count includes bibliography, footnotes, appendices and the number of words which would take up space used for tables, formulae and charts.

  • Life Insurance Models IACTL90006

    Offered:Semester 1Year:2018

    Topics include survival models concepts; estimation procedures for lifetime distributions; multiple state models; multiple decrements; binomial model of mortality; actuarial applications of Markov processes; exact and census methods for estimating transition intensities based on age.

  • Actuarial Practice and Control IACTL40006

    Offered:Semester 1Year:2018

    Topics include insurance markets and products; underwriting and risk assessment; policy design; actuarial modelling; actuarial assumptions and feedback; reserving methods.

  • Life Insurance Models 2ACTL90007

    Offered:Semester 2Year:2018

    This subject provides the groundwork for the capstone subject Life Contingencies. It provides students with a framework for actuarial modelling, and introduces the key ideas of stochastic processes as they apply in actuarial science. The subject also expands students’ existing knowledge of mortal...

  • ContingenciesACTL30003

    Offered:Semester 2Year:2018

    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;...

  • Applied Microeconometric ModellingECOM90003

    Offered:Semester 2Year:2018

    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.

  • Treatment Effects and Program EvaluationECOM90023

    Offered:Semester 1Year:2018

    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...

  • MacroeconometricsECOM40003

    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...

  • Advanced Econometric Techniques 2ECOM90014

    Offered:Semester 2Year:2018

    The aim of this subject is to take the skills developed in ECOM90005 Advanced Econometric Techniques and use them to explore the main techniques for analysing a variety of econometric problems.

  • MicroeconometricsECOM40001

    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, an...

  • Advanced Studies in Econometrics 2ECOM90019

    Offered:Semester 2Year:2018

    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...

  • Basic EconometricsECOM30001

    Offered:Semester 1Year:2018

    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...

  • Econometrics 2ECOM30002

    Offered:Semester 1, Semester 2Year:2018

    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...