Note: This is an archived Handbook entry from 2011.
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2011:Semester 2, Parkville - Taught on campus.
Timetable can be viewed here. For information about these dates, click here.
|Time Commitment:||Contact Hours: A 2 hour seminar and a 1 hour workshop per week |
Total Time Commitment: Estimated total time commitment of 120 hours per semester
|Prerequisites:|| ACTL90001 Mathematics of Finance I |
Study Period Commencement:
|Recommended Background Knowledge:|| |
Students should be competent in the use of Excel.
|Non Allowed Subjects:||None|
|Core Participation Requirements:||
For the purposes of considering requests for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements for this entry.
The University is dedicated to provide support to those with special requirements. Further details on the disability support scheme can be found at the Disability Liaison Unit website: http://www.services.unimelb.edu.au/disability/
|Subject Overview:||Topics include: measures of investment risk, portfolio theory, models of asset returns, asset liability modelling, equilibrium models, the efficient markets hypothesis, stochastic models of security prices, and Brownian Motion and its application.|
On successful completion of this subject a student should be able to:
|Prescribed Texts:||You will be advised of prescribed texts by your lecturer.|
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
High level of development:
Master of Actuarial Science |
Postgraduate Diploma in Actuarial Science
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