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Investment and Asset Modeling - ACST404

This unit examines investment from an actuarial practitioner's perspective. The unit examines the attributes and characteristics of asset classes and the application of models from economics and finance to investment management. Stochastic asset models are constructed and evaluated, with particular emphasis on the relationship between assets and liabilities. Students gaining a grade of credit or higher in all of ACST402, ACST403 and ACST404 are eligible for exemption from Part 2 of the professional exams of the Institute of Actuaries of Australia.

Credit Points: 3
When Offered:

D2 - Day; Offered in Session 2, North Ryde

Staff Contact(s): Actuarial staff
Prerequisites:

(ACST305(P) or ACST306(P)) and ACST355(P) and ACST357(P) Prerequisite Information

Corequisites:

NCCW(s): ACST871
Unit Designation(s):

Commerce; Economics

Unit Type:
Assessed As: Graded
Offered By:

Department of Applied Finance and Actuarial Studies

Faculty of Business and Economics

Timetable Information

For unit timetable information please visit the Timetables@Macquarie Website