Yield curves, spot rates, forward rates, duration, convexity, and immunization. Derivatives, forwards, futures, short and long positions, cal and put options, spread, collars, hedging, arbitrage, and swaps.
Course Code:
ACT 214
No. of Credits:
3
Level:
Level 200
Course Semester:
Second Semester
Pre-requisite:
MAT 102
Select Programme(s):
Actuarial Science