Financial Mathematics III

Subject: 
Actuarial Science (ACTSC)
Catalog number: 
631
Unit weight: 
0.50
Meet type: 
LEC,TUT
Grading basis: 
NUM
Cross-listing(s): 
N/A
Requisites: 
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