Actuarial Science CT VIII

CT VIII
By Sanjay Saraf, Karan Aggarwal

~35-40 | ~80 hrs | English | 200

Description

The aim of the Financial Economics subject is to develop the necessary skills to construct asset liability models and to value financial derivatives. These skills are also required to communicate with other financial professionals and to critically evaluate modern financial theories

CT-8-Financial Economics

Utility Theory
Measures of Investment Risk Concepts
Value at Risk - Basic Properties
Mean-Variance Portfolio
Diversification Benefits of a Portfolio
Models of Asset Returns
The Standard CAPM Model
CAPM Beta Application
Efficient Market Hypothesis
Ito Calculus Introduction
Application of ITO Lemma
Ornstein Uhlenbeck Process
Log Normal Model
Brownian Motion Introduction
Martingale - Brownian Motion
Valuation of Forwards and Futures
Derivative Pricing in Discrete Time
Black Scholes Option Pricing Model
Greeks – Derivations
Vasicek Model - Derivation


 Examination-Held twice in a year Mar/April & Sep/Oct

Other Info

  • Lectures : ~35-40
  • Duration : ~80 hrs
  • Skill level : Intermediate
  • Language : English
  • Students : 200
  • Deliverables : Study Material,Encrypted Videos.
  • System Requirement : 4GB Ram; 32/64 Bit processor, Windows 7,8 and 10. Minimum 1 GB graphics card
  • Does Not Support : Any Apple based operating System
  • Max. Views : 30% extra views to the no. of video files.
  • ₹ 20000
  • ₹ 22000

    International ₹ 26000

    ₹ 28000

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Sanjay Saraf
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Sanjay Saraf
Karan Aggarwal
Author
Karan Aggarwal
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