Description: Derivative securities and their actuarial models. Arbitrage-free models. Elements of financial risk management. Quantitative models of financial markets. Formerly ACTUARIAL MODELS II.
Credit Hours: 4
Prerequisites: Grade of B or better in MAT 280 and 350 or consent of the instructor; or graduate standing
Graduate Level Course: This course is approved for graduate credit
Dates: 01/16/2024 - 05/04/2024
Location: Adlai E. Stevenson Hall 136A (STV 136A)
Instructor: Xing Wang