Apr 16, 2024  
College Catalog 2021-2022 
    
College Catalog 2021-2022 [ARCHIVED CATALOG]

MA 457 - Investment and Financial Markets

4.00 credits.
A comprehensive development of the theoretical basis of certain financial models used by actuaries. Topics include mean-variance portfolio theory; asset pricing models; market efficiency and behavioral finance; investment risk and project analysis; capital structure; forwards and futures; options; binomial pricing models; Black-Scholes option pricing model; Option Greeks and risk management. This course is aimed at students preparing for the Actuarial Examination IFM. *Prerequisite(s): MA 255 . *Corequisite(s): MA 351 . Signature Learning Experience: Capstone Experience. Spring semester, odd-numbered years.