Financial Economics for Actuaries ACMA 340 (3)
Actuarial models and their application to insurance and financial risks. Introductory derivatives: stocks, forwards, futures, swaps. Options: types, styles, parity and other relationships. Option strategies and risk management. Discrete-time models: binomial models, multi-period models. Continuous-time models: Black-Scholes-Merton model. Monte Carlo methods. Exotic options: Asian, barrier, gap options. Prerequisite: ACMA 210 and STAT 285. Quantitative.
| Section | Instructor | Day/Time | Location |
|---|---|---|---|
|
Jean-Francois Begin |
Jan 3 – Apr 8, 2019: Mon, 8:30–10:20 a.m.
Jan 3 – Apr 8, 2019: Wed, 8:30–9:20 a.m. |
Burnaby Burnaby |
|
| D101 |
Jan 3 – Apr 8, 2019: Fri, 11:30 a.m.–12:20 p.m.
|
Burnaby |