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| ACSI 4640 - Mathematics of Options, Futures, and Other Derivatives |
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Prerequisites: ACSI 4630 and ACSI 4200/MATH 4200. For students in Actuarial Science, offers preparation for a Society of Actuaries/Casualty Actuarial Society Course. 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.
3.000 Credit hours Levels: Undergraduate Schedule Types: Lecture Mathematical Sciences Department Course Attributes: College of Basic & Applied, Credit from 4-Year College, Upper-Division Work Prerequisites: for ACSI 4640 General Requirements: ( Course or Test: ACSI 4630 Minimum Grade of D- May not be taken concurrently. ) or ( Course or Test: MATH 4630 Minimum Grade of D- May not be taken concurrently. ) |
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