Dec 07, 2022  
2015-16 Undergraduate Catalog 
    
2015-16 Undergraduate Catalog [ARCHIVED CATALOG]

Add to Portfolio (opens a new window)

MATH 4630 - Mathematics of Risk Management

3.00 credit hours
(Same as ACSI 4630 .) Prerequisite: ACSI 4200  or MATH 4200 . For students in Actuarial Science, offers preparation for the Society of Actuaries/Casualty Actuarial Society Course 6. Topics include mathematical modeling of volatility; pricing of bonds, stocks, and other derivatives with uncertainty; benchmark portfolios; asset/liability management for property/casualty insurers; liability associated with a financially distressed company. Heath-Jarrow-Morton and Cox-Ingersoll-Ross models.
 


Click here for the Fall 2022 Schedule of Classes




Add to Portfolio (opens a new window)