ACSI 4640 - Mathematics of Options, Futures, and Other Derivatives3 credit hours
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.
Click here for the Fall 2017 Schedule of Classes
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