Feb 22, 2024  
2011-12 Undergraduate Catalog 
    
2011-12 Undergraduate Catalog [ARCHIVED CATALOG]

Add to Portfolio (opens a new window)

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

3 credit hours
(Same as MATH 4640 .) Prerequisites: ACSI 4630  or MATH 4640  and ACSI 4200  or MATH 4200 . For students in Actuarial Science, offers preparation for the Society of Actuaries/Casualty Actuarial Society Course 6. 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 Spring 2024 Schedule of Classes




Add to Portfolio (opens a new window)