Dec 26, 2024  
SGPS Catalog 2024-2025 
    
SGPS Catalog 2024-2025

MSF 557 - 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.