STAT 485 - Actuarial Science:Financial Mathematics

Institution:

California State University-Long Beach

Subject:

Description:

Prerequisites: STAT 381.Simple and compound interests, stochastic approaches to interest and annuities, stochastic models of stock, Black-Scholes arbitrage pricing of options and other derivative securities, Markowitz portfolio optimization theory, Ito financial calculus, filtrations and martingales.Letter grade only (A-F). (Lecture 3 hrs.)

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.csulb.edu

Phone Number:

(562) 985-4111

Regional Accreditation:

Western Association of Schools and Colleges

Calendar System:

Semester

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