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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

(STAT810 or STAT806) and ACST881 Prerequisite Information


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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