ACT370H1: Financial Principles for Actuarial Science II

Hours

36L

Mathematical theory of financial derivatives, discrete and continuous option pricing models, hedging strategies and exotic option valuation.

Prerequisite
ACT240H1 (minimum 63%); ACT245H1 (minimum 63%); ACT247H1 (minimum 63%); ( STA257H1, STA261H1); MAT237Y1/ MAT257Y1
Exclusion
RSM435H1
Distribution Requirements
Science
Breadth Requirements
The Physical and Mathematical Universes (5)
Mode of Delivery
In Class