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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 and Exam 3F of the Casualty Actuarial Society. Prerequisite: ACMA 201 (or 210), with a minimum grade of C. Corequisite: STAT 285. Quantitative.
Section | Instructor | Day/Time | Location |
---|---|---|---|
Rina Wang |
Jan 10 – Apr 11, 2022: Tue, 8:30–10:20 a.m.
Jan 10 – Apr 11, 2022: Fri, 8:30–9:20 a.m. |
Burnaby Burnaby |
|
D101 |
Jan 10 – Apr 11, 2022: Thu, 11:30 a.m.–12:20 p.m.
|
Burnaby |