Course Catalog

ASCI4150 - Stochastic Calc Actuarial Scie

Spring 2018

This course aims at providing students with a working knowledge of basic stochastic calculus and related mathematical techniques for valuating equity-linked insurance products. The course will cover a large portion of stochastic calculus theory and demonstrates its applications. The course is also intended for improving the problem-solvig skills of actuarial science majors, preparing them for the MFE examination of the Society of Actuaries.
Prerequisites: FINA4260 and STAT3150
3 Credits

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