Course Descriptions

The Course Descriptions catalog describes all undergraduate and graduate courses offered by Michigan State University. The searches below only return course versions Fall 2000 and forward. Please refer to the Archived Course Descriptions for versions prior to Fall 2000.

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Course Descriptions: Search Results

MTH 458  Financial Mathematics for Actuaries

Semester:
Fall of every year
Credits:
Total Credits: 3   Lecture/Recitation/Discussion Hours: 3
Prerequisite:
MTH 360 and STT 441 and FI 379
Description:
Evaluate and construct interest rate models. Rational valuation of derivative securities using put-call parity and calculation of European and American options. Risk management techniques using the method of delta-hedging.
Effective Dates:
SPRING 2011 - SUMMER 2013


MTH 458  Financial Mathematics for Actuaries

Semester:
Fall of every year
Credits:
Total Credits: 3   Lecture/Recitation/Discussion Hours: 3
Prerequisite:
MTH 360 and STT 441 and FI 379
Recommended Background:
MTH 340 or MTH 347H
Description:
Evaluate and construct interest rate models. Rational valuation of derivative securities using put-call parity and calculation of European and American options. Risk management techniques using the method of delta-hedging.
Effective Dates:
FALL 2013 - SUMMER 2015


MTH 458  Financial Mathematics for Actuaries II

Semester:
Fall of every year
Credits:
Total Credits: 3   Lecture/Recitation/Discussion Hours: 3
Prerequisite:
MTH 361 and STT 441
Recommended Background:
MTH 235 or MTH 340 or MTH 347H
Description:
Evaluate and construct interest rate models. Rational valuation of derivative securities using put-call parity and calculation of European and American options. Risk management techniques using the method of delta-hedging.
Effective Dates:
FALL 2015 - Open