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Higher-Level Actuarial Science Courses for Fall 2009
This is a list of high level courses in the domains of actuarial science and financial mathematics.
You can also look at the list
of high level courses in pure and applied mathematics.
Description: Introduction to the theory of probability. Discussion of some of the probability problems encountered in scientific and business fields.
Prerequisites: MATH 2110(210) or 220, which may be taken concurrently with the consent of the instructor. Not open if passed MATH 3610(283) or 3660(284).
Offered: Either semester
Credits: 3
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Description: Regression and time series applied to actuarial science. Covers the learning objectives established by the Society of Actuaries for Validation by Educational Experience in Applied Statistic
Prerequisites: MATH 3160(231) and STAT 3375(230).
Offered: Fall
Credits: 3
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Description: Preparation for the financial mathematics actuarial examinaton, which tests a student's knowledge of the theory of interest and financial economies at an introductory level.
Prerequisites: MATH 2620(285).
Offered: Either semester
Credits: 1
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Description: Problems in calculus and probability designed to help students prepare for the first actuarial examination.
Prerequisites: MATH 2110(210) and 3160(231).
Offered: Either semester
Credits: 3
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Description: Advanced topics in financial mathematics such as single-period, multi-period, and continuous time financial models; Black-Scholes formula; interest rate models; and immunization theory.
Prerequisites: MATH 2620 and 3160.
Offered: Fall
Credits: 3
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Description: The mathematics of measurement of interest, accumulation and discount, present value, annuities, loans, bonds, and other securities.
Prerequisites: MATH 1122(114), 1132(116) or 121. Not open to students who have taken MATH 3630(287), 3650(289) or 5620(365).
Offered: Either semester
Credits: 3
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Description: Survival distributions, claim frequency and severity distributions, life tables, life insurance, life annuities, net premiums, net premium reserves, multiple life functions, and multiple decrement models.
Prerequisites: MATH 3160(231) or STAT 3375Q(230Q); MATH 2620(285), which may be taken concurrently. Not open to students who have taken MATH 5630.
Offered: Fall
Credits: 3
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Description: The continuation of MATH 2620. Measurement of financial risk, the mathematics of capital budgeting, mathematical analysis of financial decisions and capital structure, and option pricing theory.
Prerequisites: MATH 2620(285). Also ACCT 2001, which may be taken concurrently.
Offered: Spring
Credits: 3
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