Quantitative Asset and Liability Modelling 1 - ACST887
This unit examines: rational expectations theory, rational choice theory, behavioural economics, properties of risk measures, risk and insurance companies, stochastic interest rate models, mean-variance portfolio theory, asset pricing models and single and multifactor returns models.
| Credit Points: | 4 |
| When Offered: | S1 Day - Session 1, North Ryde, Day |
| Staff Contact(s): | Dr Jiwook Jang |
| Prerequisites: | |
| Corequisites: | |
| NCCW(s): | ACST816 |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Actuarial Studies and Business Analytics Faculty of Business and Economics |
Course structures, including unit offerings, are subject to change.
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