UT Dallas 2022 Undergraduate Catalog

ACTS4309 - Theory of Options

ACTS 4309 Theory of Options (3 semester credit hours) This 3 semester 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, exotic options and risk management. This class covers parts of CAS exam 3F, topics on the SOA FAP capstones and exam ALTAM. Prerequisite: ACTS 4302 with grade C- or higher. (3-0) Y