Derivative securities and their actuarial models. Arbitrage-free models. Valuation of derivative securities. Elements of financial risk management. Formerly ACTUARIAL MODELS II. Prerequisites:?Grade of B or better in MAT 280 and 350 or consent of the instructor.
Fall 2018 - 4 Credit Hours
001 - Lecture: T Th 2:00 PM - 3:50 PM 16 Weeks, Instructor to be announced