ACT370H1: Financial Principles for Actuarial Science II

Hours: 
36L

Mathematical theory of financial derivatives, discrete and continuous option pricing models, hedging strategies and exotic option valuation.

Prerequisite: 

ACT240H1 (minimum grade C); ACT245H1 (minimum grade C); ACT247H1 (minimum grade C); ( STA257H1, STA261H1); MAT237Y1/​ MAT257Y1

Exclusion: 
Distribution Requirements: 
Science
Breadth Requirements: 
The Physical and Mathematical Universes (5)