CM2 with MS Excel (Earlier CT8)
Course Description
CT8 is an great subject to study. This paper is devoted to derivatives and their pricing with special emphasis on the celebrated Black-Scholes option pricing formula. The paper covers topics like CAPM, MPT, APT, Multi-Factor and Single-Factor Models, EMH, Behavioral Finance, Stochastic dominance, Utility theory under uncertainty & certainty equivalent, interest rate models and credit risk models. All of these are important and useful in determining investment strategy consistent with actuarial prudence.
The course covers MS Excel along with Modeling in MS Excel for Actuarial Science. White Knight Ventures EDU was the first in industry to start MS Excel & R For Actuarial Science in 2015.
It is strongly recommended that this paper is taken only after CS1 and CM1.
Course Features
- Lectures 24
- Quizzes 0
- Duration 50 hours
- Skill level All levels
- Language English
- Students 74
- Assessments Yes
- Efficient Market Hypothesis
- Utility Theory
- Behavioural Finance
- Measures of Investment Risks
- Portfolio Theory
- Models of Asset Returns
- Asset Pricing Models
- Brownian Motion and Martingales
- Stochastic Calculus and Ito Processes
- Options and Greeks Part 1
- Options and Greeks Part 2
- Binomial Model Part 1
- Binomial Model Part 2
- American Option Pricing- Binomial Model
- Black Scholes Model
- 5 Step Method Discrete Part 1
- 5 Step Method Discrete Part 2
- 5 Step Method Continuous
- Ornstein Uhlenbeck
- Term Structure of Interest Rates Part1
- Term Structure of Interest Rates Part 2
- Credit Risk Merton Model
- Two State Model and JLT Model
- Lognormal Model
