Courses Handbook 2010

311629 (v.1) Actuarial Economics 302


Area: Department of Mathematics and Statistics
Credits: 25.0
Contact Hours: 4.0
** The tuition pattern below provides details of the types of classes and their duration. This is to be used as a guide only. For more precise information please check your unit outline. **
Lecture: 3 x 1 Hours Weekly
Tutorial: 1 x 1 Hours Weekly
Prerequisite(s): 310529 (v.1) Actuarial Economics 301 or any previous version
OR
311628 (v.1) Actuarial Economics 301 or any previous version
Syllabus: Stochastic models of security prices. Introduction to derivatives, the Greeks and the binomial model. The Black-Scholes option pricing formula. The MRT and 5-step method. Arbitrage-free pricing and the 5-step method with the Black-Scholes model. Interest rate models. Property Derivatives. Currency options extended to Barrier Options using Monte Carlo valuation processes.
** To ensure that the most up-to-date information about unit references, texts and outcomes appears, they will be provided in your unit outline prior to commencement. **
Field of Education: 010103 Statistics
SOLT (Online) Definitions*: Informational
*Extent to which this unit or thesis utilises online information
Result Type: Grade/Mark

Availability

Year Location Period Internal Partially Online Internal Area External Central External Fully Online
2010 Bentley Campus Semester 2 Y        

Area External refers to external course/units run by the School or Department or offered by research.

Central External refers to external and online course/units run through the Curtin Bentley-based Distance Education Area

Partially Online Internal refers to some (a portion of) learning provided by interacting with or downloading pre-packaged material from the Internet but with regular and ongoing participation with a face-to-face component retained. Excludes partially online internal course/units run through the Curtin Bentley-based Distance Education Area which remain Central External

Fully Online refers to the main (larger portion of) mode of learning provided via Internet interaction (including the downloading of pre-packaged material on the Internet). Excludes online course/units run through the Curtin Bentley-based Distance Education Area which remain Central External

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