Aug 09, 2020  
2019-20 Undergraduate Catalog 
    
2019-20 Undergraduate Catalog [ARCHIVED CATALOG]

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ACSI 4630 - Mathematics of Risk Management

3 credit hours
Prerequisite: ACSI 4200 /MATH 4200 .Topics chosen from mathematical modeling of volatility; pricing of bonds and stocks; duration and convexity; asset/liability management; forward contract, future contract, options; spreads, collars and other hedging strategies; option pricing models, Black-Scholes formula, Greeks, Delta hedge, Delta-Gamma hedge; hedge portfolio and hedge ratio.


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