Actuarial Science CT VIII

CT VIII
By Sanjay Saraf, Karan Aggarwal
5 (7954)

~35-40 | ~80 hrs | Hindi, English | 7954

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
  • Language : Hindi, English
  • Students : 7954
  • Deliverables : Study Material,Encrypted Videos.
  • System Requirement : Minimum Quad Core(32 bit/64 bit)Processor, 2.10 GHz, 4 GB RAM, 1 GB Graphics, WINDOWS 7/WINDOWS 8/WINDOWS 8.1/WINDOWS 10, 20GB Disk Space Required.
  • Does Not Support : APPLE/LINUX/VIRTUAL MACHINE ARE NOT ALLOWED.
  • Max. Views : 30% extra views to the total number of video files you receive. Suppose, you have 100 videos, so you will get 130 views in total. If you close SSEI media player, you will lose 1 view.
  • Document Requirement : UNDERTAKING LETTER SCANNED PROOF OF ADDRESS AND SCANNED PROOF OF IDENTITY
  • Important Information : Video Output through HDMI cable is not allowed.
  • Software Installation : Remote access of student's system is mandatory for software installation.
  • ₹ 20000
  • ₹ 22000

    International ₹ 26000

    ₹ 28000

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Sanjay Saraf
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Sanjay Saraf
Karan Aggarwal
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Karan Aggarwal
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