ACSI 4640 - Mathematics of Options, Futures, and Other Derivatives3 credit hours
Prerequisites: ACSI 4630 and ACSI 4200 /MATH 4200 . For students in Actuarial Science, offers preparation for a Society of Actuaries/Casualty Actuarial Society Course. 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 Summer 2019 Schedule of Classes
Click here for the Fall 2019 Schedule of Classes
[Add to Portfolio]