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B.S. in Actuarial Science
    
    Apr 21, 2025  
2010-2011 Undergraduate Catalog [Archived Catalog]

ASCI 402 - ACTUARIAL MODELS III

Hours: 5
This course consists of two parts.  First part covers the Markov chains and the Poisson process.  Second part covers the Black-Scholes option-pricing model, delta-hedging, exotic options, and a brief introduction of Brownian motion and interest rate models.
Prerequisites: ASCI 401.
Notes: Alt. Yrs.
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