May 15, 2024  
2012-2013 Undergraduate Catalog 
    
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2012-2013 Undergraduate Catalog [ARCHIVED CATALOG]

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MATH 440 - Mathematical Theory of Financial Economics

Description:
Concepts, principles, and techniques needed for the professional actuarial SOA/CAS Exam MFE are covered in this course. Topics to explore include interest rate models, bond price models, rational valuation of derivative securities, and delta-hedging as risk management techniques.

Prerequisites & Notes:
Prerequisites: MATH 411B and MATH 418C.

Credits: (5)


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