Nov 25, 2024  
2018-2019 Undergraduate and Graduate Catalog 
    
Catalog Navigation
  Catalog Home
  The California State University
  Admission to CSULB
  Fees and Financial Aid
  Academic Services and Campus Life
  Baccalaureate Degree Information
  Academic Information and Regulations
  Graduate Degree Information
  Colleges and Departments
  Courses
  General Policies and Regulations
  Faculty and Administration
HELP
2018-2019 Undergraduate and Graduate Catalog [ARCHIVED CATALOG]

STAT 485 - Actuarial Science: Financial Mathematics

(3 units)

Prerequisite: STAT 381 .
Simple and compound interests, stochastic approaches to interest and annuities, stochastic models of stock, Black- Scholes arbitrage pricing of options and other derivative securities, Markowitz portfolio optimization theory, Ito financial calculus, filtrations and martingales.

Letter grade only (A-F). (Lecture 3 hrs.)