UT Dallas 2016 Undergraduate Catalog

ACTS4302 - Principles of Actuarial Models: Financial Economics

ACTS 4302 Principles of Actuarial Models: Financial Economics (3 semester credit hours) This 3 semester credit hour 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. Prerequisites: STAT 4351 and STAT 4382. Prerequisite or Corequisite: FIN 3390 or instructor consent required. (3-0) T