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Curtin University
Courses Handbook 2014

This handbook contains information for courses and units at Curtin in 2014.
Information for the previous year's courses and units is available at Courses Handbook 2013.

313830 (v.1) Actuarial lnvestments and Asset Modelling 402

Area: Department of Mathematics and Statistics
Credits: 25.0
Contact Hours: 4.0
TUITION PATTERNS: The tuition pattern provides details of the types of classes and their duration. This is to be used as a guide only. Precise information is included in the unit outline.
Lecture: 3 x 1 Hours Weekly
Tutorial: 1 x 1 Hours Weekly
Prerequisite(s): 1234 (v.4) Economics 100 or any previous version
AND
    11001 (v.4) Macroeconomics 200 or any previous version
    OR
    312201 (v.1) Actuarial Economics 102
AND
12607 (v.4) Finance Principles 215 or any previous version
AND
311622 (v.1) Theory of Interest 202 or any previous version
UNIT REFERENCES, TEXTS, OUTCOMES AND ASSESSMENT DETAILS: The most up-to-date information about unit references, texts and outcomes, will be provided in the unit outline.
Syllabus: Methods used for valuation of the common forms of debt, equity, property and derivative securities including the valuation methods and principles; data requirements and sources; and the implicit assumptions and limitations of these models. The application and limitations of the major economic and financial theories relevant to investment including efficient market hypothesis; capital asset pricing models; multi-factor pricing models; and theories from behavioural finance. Investment objectives and investment constraints based on the liability profile of a fund; characteristics of different types of asset models and their appropriateness for a given context. The relationship between risk and return and recognising risk factors which include issuer default, counterparty failure, systemic liquidity, the collapse of speculative bubbles, shocks to the economic system and cyclical/structural changes. Asset assumptions for asset models, taking into account historical date, prevailing industry expectations, contemporary investment literature, and other practical considerations such as tax.
Field of Education: 081103 Insurance and Actuarial Studies
Result Type: Grade/Mark


Availability

Year Location Period Internal Partially Online Internal Area External Central External Fully Online
2014 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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