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Unit of study_

Actuarial Risk Analytics - QBUS3810

Year - 2018

Everyone working in business needs to understand and manage risk. This unit provides the basic knowledge and tools needed to do this. It includes material on the risk management strategies that every business needs, as well as specific quantitative and statistical techniques for evaluating risk. Through this unit students learn how different aspects of risk management fit together (like Value-at-Risk (VaR) and tail-VaR calculations, Monte-Carlo simulation, extreme value theory, individual and collective risk models, credibility theory and credit scoring).

Classes
1x 2hr lecture and 1x 1hr tutorial per week

Assessment
assignment 1 (10%), assignment 2 (10%), assignment 3 (10%), mid-semester exam (15%), group assignment (15%), final exam (40%)

Pre-requisites

QBUS2810 or DATA2002 or ECMT2110

Prohibitions

ECMT3180

Details

Faculty: Business (Business School)

Semester 1

05 Mar 2018

Department/School: Business Analytics
Study Mode: Normal (lecture/lab/tutorial) day
Census Date: 31 Mar 2018
Unit of study level: Senior
Credit points: 6.0
EFTSL: 0.125
Available for study abroad and exchange: Yes
Faculty/department permission required? No
Location
Camperdown
Courses that offer this unit

Non-award/non-degree study If you wish to undertake one or more units of study (subjects) for your own interest but not towards a degree, you may enrol in single units as a non-award student. Cross-institutional study If you are from another Australian tertiary institution you may be permitted to undertake cross-institutional study in one or more units of study at the University of Sydney.

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