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 mean-variance portfolio theory, asset pricing models, market efficiency and behavioral finance, investment risk and project analysis, capital structure, forwards and futures, and theory of options. This class covers parts of CAS exam 3F and SOA exam IFM. Prerequisite: STAT 5351 or instructor consent required. (3-0) T