Summer 2016 Courses

Course - Section Title Days Time Location

Fall 2016 Courses

Course - Section Title Days Time Location
ACSC 264 - 01 Theory of Interest M - W - F - - 0935 - 1040 OSS 214

Days of Week:

M - W - F - -

Time of Day:

0935 - 1040

Location:

OSS 214

Course Registration Number:

41315 (View in ClassFinder)

Credit Hours:

4

Instructor:

Michael C. Axtell

A survey of topics in the mathematical analysis of financial transactions which involve payments made over time. Specific areas of concentration will include the time value of money, the analysis of annuities, amortization and sinking funds, and the pricing and rates of return on investments. Both continuous time and discrete time problems will be considered. Offered spring semester. Prerequisite: a grade of C- or above in MATH 114

Schedule Details

Location Time Day(s)
ACSC 264 - 02 Theory of Interest M - W - F - - 1215 - 1320 OSS 122

Days of Week:

M - W - F - -

Time of Day:

1215 - 1320

Location:

OSS 122

Course Registration Number:

41946 (View in ClassFinder)

Credit Hours:

4

Instructor:

Michael C. Axtell

A survey of topics in the mathematical analysis of financial transactions which involve payments made over time. Specific areas of concentration will include the time value of money, the analysis of annuities, amortization and sinking funds, and the pricing and rates of return on investments. Both continuous time and discrete time problems will be considered. Offered spring semester. Prerequisite: a grade of C- or above in MATH 114

Schedule Details

Location Time Day(s)
ACSC 320 - 01 Risk Management & Insurance - T - R - - - 1730 - 1915 MHC 203

Days of Week:

- T - R - - -

Time of Day:

1730 - 1915

Location:

MHC 203

Course Registration Number:

41587 (View in ClassFinder)

Credit Hours:

4

Instructor:

Staff

This course introduces students to the subjects of insurance--theory and practice--and corporate risk management. In addressing these subjects, students will receive exposure to risk theory, insurance pricing, contract analysis, insurance company operations, reinsurance, regulation and the concepts and principles of business risk management. Offered fall semester. Prerequisite: Junior standing or MATH 114

Schedule Details

Location Time Day(s)
ACSC 320 - 02 Risk Management & Insurance - - - R - - - 1730 - 2100 OWS 250

Days of Week:

- - - R - - -

Time of Day:

1730 - 2100

Location:

OWS 250

Course Registration Number:

42531 (View in ClassFinder)

Credit Hours:

4

Instructor:

Staff

This course introduces students to the subjects of insurance--theory and practice--and corporate risk management. In addressing these subjects, students will receive exposure to risk theory, insurance pricing, contract analysis, insurance company operations, reinsurance, regulation and the concepts and principles of business risk management. Offered fall semester. Prerequisite: Junior standing or MATH 114

Schedule Details

Location Time Day(s)
ACSC 351 - 01 Foundations:Actuarial Math - T - R - - - 0955 - 1135 OWS 275

Days of Week:

- T - R - - -

Time of Day:

0955 - 1135

Location:

OWS 275

Course Registration Number:

40002 (View in ClassFinder)

Credit Hours:

4

Instructor:

Heekyung K. Youn

The course covers the theory and applications of contingency mathematics in the area of life and health insurance, annuities and pensions from both the probabilistic and deterministic approaches. Topics will include: survival distributions, actuarial notation, life insurance and life annuities, net premiums and reserves. Offered fall semester. Prerequisite: a grade of C- or above in ACSC 264 and MATH 313

Schedule Details

Location Time Day(s)
ACSC 351 - 02 Foundations:Actuarial Math - T - R - - - 1330 - 1510 OSS 227

Days of Week:

- T - R - - -

Time of Day:

1330 - 1510

Location:

OSS 227

Course Registration Number:

41633 (View in ClassFinder)

Credit Hours:

4

Instructor:

Heekyung K. Youn

The course covers the theory and applications of contingency mathematics in the area of life and health insurance, annuities and pensions from both the probabilistic and deterministic approaches. Topics will include: survival distributions, actuarial notation, life insurance and life annuities, net premiums and reserves. Offered fall semester. Prerequisite: a grade of C- or above in ACSC 264 and MATH 313

Schedule Details

Location Time Day(s)
ACSC 464 - 01 Mathematical Finance - T - R - - - 0800 - 0940 OSS 214

Days of Week:

- T - R - - -

Time of Day:

0800 - 0940

Location:

OSS 214

Course Registration Number:

40811 (View in ClassFinder)

Credit Hours:

4

Instructor:

Wenyuan Zheng

The focus of this course is on applications of probability, stochastic processes, and other mathematical tools to problems in finance. Both discrete and continuous models, including binomial, Brownian motion, and geometric Brownian motion models will be used to investigate the effects of randomness in financial markets and the behavior of financial instruments. The mathematical realization of arbitrage and hedging strategies will be examined, including the Arbitrage Theorem and the concept of risk-neutral pricing. Applications will include the pricing of equity options, currency transactions and the use of duration and convexity in fixed income analysis. The course will be of interest to students of actuarial science, mathematics, finance and economics who want to develop a better quantitative understanding of financial risk. Offered fall semester. Prerequisites: a grade of C- or above in MATH 313 or MATH 303 and ACSC 264 or a course in FINC approved by the instructor

Schedule Details

Location Time Day(s)
ACSC 464 - 02 Mathematical Finance - T - R - - - 0955 - 1135 OSS 328

Days of Week:

- T - R - - -

Time of Day:

0955 - 1135

Location:

OSS 328

Course Registration Number:

41948 (View in ClassFinder)

Credit Hours:

4

Instructor:

Wenyuan Zheng

The focus of this course is on applications of probability, stochastic processes, and other mathematical tools to problems in finance. Both discrete and continuous models, including binomial, Brownian motion, and geometric Brownian motion models will be used to investigate the effects of randomness in financial markets and the behavior of financial instruments. The mathematical realization of arbitrage and hedging strategies will be examined, including the Arbitrage Theorem and the concept of risk-neutral pricing. Applications will include the pricing of equity options, currency transactions and the use of duration and convexity in fixed income analysis. The course will be of interest to students of actuarial science, mathematics, finance and economics who want to develop a better quantitative understanding of financial risk. Offered fall semester. Prerequisites: a grade of C- or above in MATH 313 or MATH 303 and ACSC 264 or a course in FINC approved by the instructor

Schedule Details

Location Time Day(s)

J-Term 2017 Courses

Course - Section Title Days Time Location