ACSI 6040 - Actuarial Models for Financial Economics

3 credit hours

Prerequisite: ACSI 4200 or equivalent. A preparatory course for Exam-MFE (Exam-3F) for the Society of Actuaries (Casualty Actuarial Society). Topics include applications of stochastic processes to actuarial models, Poisson process, Markov process, interest rate models, arbitrage free models, valuation of derivative securities, financial risk management.

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