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Curtin University

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Actuarial lnvestments and Asset Modelling 402

  • 313830
  • Semester 2
  • 25.0
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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... -- Course Website

Prerequisites: 1234 (v.4)<br/> Economics 100<br/> <br/> or any previous version<br/> <br/> <br/><br/> <br/> AND<br/><br/> <br/>    <br/> 11001 (v.4)<br/> Macroeconomics 200<br/> <br/> or any previous version<br/> <br/> <br/><br/> <br/>     OR<br/><br/> <br/>    <br/> 31



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