Subject:
Actuarial Science (ACTSC)
Catalog number:
631
Unit weight:
0.50
Meet type:
LEC,TUT
Grading basis:
NUM
Cross-listing(s):
N/A
Requisites:
Prereq: Master of Actuarial Science Students onlyDepartment Consent Required
Description:
Risk measures, Binomial and lattice models for option pricing, Black-Scholes option pricing; term structure models. Credit risk; types of models and types of derivatives.
Topic titles:
N/A
Faculty:
Mathematics (MAT)
Academic level:
GRD
Course ID:
013399
