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Course Criteria
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3.00 Credits
Prerequisite(s): STA 2023 or STA 3032 and a knowledge of a programming language. Principles of graph construction, graphical perception, graphical methods, computer programs for graph construction. Occasional.
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3.00 Credits
Prerequisite(s): STA 4163 and knowledge of a programming language. Use of packages such as SAS, BMD, SPSS for data validation, description and analysis of data, regression and analysis of variance and covariance. Fall.
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3.00 Credits
Prerequisite(s): STA 4183 (or old number STA 3183) Economics of insurance, utility theory, single premiums for insurance and annuities in both discrete and continuous cases. Net annual premium and net premium reserves. Fall.
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3.00 Credits
Prerequisite(s): STA 4130 (or old number STA 3130). Multiple-decrement and multi-life models. Insurance models including expenses. Modified reserves. Cash values, insurance options and asset shares. Non forfeiture benefits and dividends. Spring.
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3.00 Credits
Prerequisite(s): STA 2023 or STA 3032. Not open to students with credit in STA 4165. Methods of analyzing data, statistical models, estimation, tests of hypotheses, regression and correlation, an introduction to analysis of variance, chi-square, and nonparametric methods. Fall,Spring.
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3.00 Credits
Prerequisite(s): STA 4163. A continuation of STA 4163, including further study of regression, analysis of variance and covariance and multiple comparisons. Fall,Spring.
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3.00 Credits
Corequisite(s): STA 4163 or Consent of the Instructor. Applied statistical principles and methods applied to problems in medical, biological, and health sciences. Occasional.
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3.00 Credits
Prerequisite(s): MAC 2312 (or equivalent) and STA 2023. Measurement of simple and compound interests, accumulated and present values factors. Annuities certain, yield rates, amortization schedules and sinking funds. Bonds, securities and related funds. Fall.
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3.00 Credits
Prerequisite(s): STA 4183 or Consent of the Instructor. Cash flow and profit for simple options and forwards, hedging strategies, Black-Scholes option pricing, simple swaps, portfolio management with derivatives, duration analysis, callable bonds. Spring.
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3.00 Credits
Prerequisite(s): STA 4184 or Consent of the Instructor. Assumptions of derivative pricing, put-call parity, binomial pricing, market making, delta hedging, exotic options, distributions, Monte Carlo distributions, Brownian motion, interest rate models. Spring.
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