Financial Economics for Actuaries

MATH 5632: Financial Economics for Actuaries

Introduction to the evaluation of options, futures, and other derivatives, interest models and risk management techniques. Includes material from examinations by the Society of Actuaries and the Casualty Actuarial Society.
Prereq: A grade of C- or above in 3618; and a grade of C- or above in 4530, 5530H, or Stat 4201; and enrollment in Math major or Actuarial Science major or Actuarial Science Pre-major, or Grad standing; or permission of department.
Credit Hours
3.0

Course Description Download:

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5632.pdf114.35 KB

Textbook

Title: Derivatives Markets
Edition: 3rd
Author: McDonald
Publisher: Prentice-Hall
ISBN: 9780321543080

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