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 | Select the Course Number to get further detail on the course. Select Schedule Type to find available sections of the course as well as section specific prerequisites. Prerequisites listed in the catalog descriptions are recommended and may not be the same as registration prerequisites in PipelineMT. Use the Look Up Classes link for a grid display of important course information as well as prerequisites and memo notes about the section. |
| 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 |
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