Nov 20, 2019  
2015-16 Undergraduate Catalog 
    
2015-16 Undergraduate Catalog [ARCHIVED CATALOG]

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ACSI 4640 - Mathematics of Options, Futures, and Other Derivatives

3 credit hours
(Same as MATH 4640 .) Prerequisites: ACSI 4630 /MATH 4630  and ACSI 4200 /MATH 4200 . For students in Actuarial Science, offers preparation for the Society of Actuaries/Casualty Actuarial Society Course 6. Topics include risk management using options, interest rate swaps, interest rate caps, Black-Scholes analysis, Taylor series expansion to obtain hedge parameters, portfolio insurance, numerical procedures, interest rate derivatives, and use of Black’s model.


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