UT Dallas 2020 Undergraduate Catalog

ACTS4309 - Investment and Financial Markets II

ACTS 4309 Investment and Financial Markets II (3 semester credit hours) This course develops the student's knowledge of the theory of options. The topics discussed include general properties of options, binomial pricing models, Black-Scholes option pricing model, option Greeks, and risk management. This class covers parts of CAS exam 3F and SOA exam IFM. Prerequisite: ACTS 4302 with grade C- or higher. (3-0) Y