Mar 29, 2024  
2022-2023 Graduate Catalog 
    
2022-2023 Graduate Catalog [ARCHIVED CATALOG]

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AS 8510 - Mathematical Finance for Actuaries


3 Credit Hours
Prerequisites: AS 8140 and AS 8230.
Description
This course covers the mathematical finance portion of the Society of Actuaries’ curriculum that corresponds to SOA Exam IFM. Topics include risk-weighted returns, the Capital Asset Pricing Model and factor models, discrete and continuous-time pricing of financial derivatives including the binomial model and the Black-Scholes formula, and delta-gamma hedging. The course focuses on actuarial and insurance applications and on computational questions similar to those in Exam IFM.



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