UT Dallas 2015 Graduate Catalog

ACTS6302 - Theory of Actuarial Models: Financial Economics

ACTS 6302 Theory of Actuarial Models: Financial Economics (3 semester credit hours) This course develops the student's knowledge of the theoretical basis of certain actuarial models and the application of those models to insurance and other financial risks. The topics discussed include interest rate models, rational valuation of derivative securities, mathematical and probabilistic foundation of risk management. This class covers parts of CAS exam 3F and SOA exam MFE. Prerequisite: STAT 5351 or instructor consent required. (3-0) T