ASRM 510
Fall 2021 All Classes
Credit: 4 hours.
Theoretical basis of financial models and their applications to insurance and other financial risks. Topics include derivative markets, no-arbitrage pricing of financial derivatives, interest rate models, dynamic hedging and other risk management techniques.
4 graduate hours. No professional credit. Credit is not given for ASRM 410 (formerly MATH 476) and ASRM 510 (formerly MATH 567). Prerequisite: ASRM 402 (formerly MATH 409) or MATH 464.
| CRN | Type | Section | Time | Day | Location | Instructor | Section Details | |
|---|---|---|---|---|---|---|---|---|
|
69944
|
Lecture-Discussion
|
T1
|
3:30PM
-4:50PM
|
TR
|
241 Altgeld Hall
|
Sowers, R
|
|