M X89W M 389W Financial Mathematics for Actuarial Applications 3 Hours
3 Lecture Hours 0 Lab Hours
Subjects include pricing, stock price, and interest rate models for actuarial applications. Tools include lognormal distribution, Brownian motion, Black-Scholes, and delta hedging. Three lecture hours a week for one semester.
Pre/Corequisites: Mathematics 389D with a grade of at least C-.
Grading: Student Option
Repeatable for credit: No
Academic Level: Doctoral