Overview
This course explores quantitative methods of risk measurement and modelling in financial institutions, including insurers, reinsurers, superannuation funds, and banks, and the major types of risks encountered therein. Topics covered include: risk measures; multivariate models for risks; copulas and dependence models; extreme value theory and tails of losses; time series … For more content click the Read More button below.
Conditions for Enrolment
Prerequisites: ACTL2102 and ACTL3162.
Course Outline
To access course outline please visit below link (Please note that access to UNSW Canberra course outlines requires VPN):
Fees
Type | Amount |
---|---|
Commonwealth Supported Students (if applicable) | $1395 |
Domestic Students | $5610 |
International Students | $5610 |
Pre-2019 Handbook Editions
Access past handbook editions (2018 and prior)