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Financial Economics for Actuaries ACMA 340 (3)
Actuarial models and their application to insurance and financial risks. Introductory derivatives. Options. Option strategies and risk management. Discrete-time models: binomial models, multi-period models. Continuous-time models: Black-Scholes-Merton model. Market-making, hedging, and option Greeks. Introduction to exotic options. Covers part of the syllabus for Exam IFM of the Society of Actuaries. This course is accredited under the University Accreditation Program of the Canadian Institute of Actuaries. Prerequisite: ACMA 210 and STAT 285. Quantitative.
| Section | Instructor | Day/Time | Location |
|---|---|---|---|
|
Barbara Sanders |
Jan 11 – Apr 16, 2021: Mon, 8:30–10:20 a.m.
Jan 11 – Apr 16, 2021: Wed, 8:30–9:20 a.m. |
Burnaby Burnaby |
|
| D101 |
Jan 11 – Apr 16, 2021: Fri, 11:30 a.m.–12:20 p.m.
|
Burnaby |