ETC3430 · Monash University
Financial mathematics under uncertainty
- Credit points
- 6
- Level
- 3
- Workload
- ≈ 12 h / week
- Faculty
- Business and Economics
What it covers
Financial Mathematics under uncertainty will cover the topics of Markov chain, Markov process, survival models, mortality estimation, graduation, censoring, mortality projection, and machine learning applications.
Assessment
| Task | Type | Weight |
|---|---|---|
| 1 - Project | Project | 40% |
| 2 - Examination | Examination | 60% |
When and where
| Teaching period | Campus | Mode |
|---|---|---|
| First semester | Clayton | On-campus |