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Financial Economics for Actuaries ACMA 340 (3)
Option pricing models and their application to insurance and financial risks. Introduction to finance and derivatives. Option strategies and risk management. Binomial models. Black-Scholes-Merton model. Market-making, hedging, and option Greeks. Introduction to exotic options. Mean-variance portfolio theory and asset pricing models. Covers part of the syllabus for 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 |
|---|---|---|---|
|
Barbara Sanders |
Jan 6 – Apr 9, 2025: Tue, 10:30 a.m.–12:20 p.m.
Jan 6 – Apr 9, 2025: Fri, 10:30–11:20 a.m. |
Burnaby Burnaby |
|
| D101 |
Barbara Sanders |
Jan 6 – Apr 9, 2025: Wed, 11:30 a.m.–12:20 p.m.
|
Burnaby |