ACSI 4630 - Mathematics of Risk Management3 credit hours
Prerequisite: ACSI 4200 /MATH 4200 . For students in Actuarial Science, offers preparation for a Society of Actuaries/Casualty Actuarial Society VEE (validation by educational experience) Course. 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 Summer 2019 Schedule of Classes
Click here for the Fall 2019 Schedule of Classes
[Add to Portfolio]