Apr 19, 2024  
2018-19 Undergraduate Catalog 
    
2018-19 Undergraduate Catalog [ARCHIVED CATALOG]

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ACSI 4640 - Mathematics of Options, Futures, and Other Derivatives

3 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.


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