Jan 30, 2023  
2017-18 Graduate Catalog 
    
2017-18 Graduate Catalog [ARCHIVED CATALOG]

Add to Portfolio (opens a new window)

ACSI 5640 - Mathematics of Options, Futures, and Other Derivatives

3 credit hours
Prerequisites: ACSI/MATH 4630/ACSI 5630 /5630 and 4200/ACSI 5200 /MATH 5200 . A preparatory course for the Society of Actuaries 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 Spring 2023 Schedule of Classes




Add to Portfolio (opens a new window)