APM 4550 - Risk Management

(3)

Review of interest rate theory, probability theory, and probability distributions. Development of a variety of actuarial and risk models such as contingent payment models; life contingency models; frequency, severity and aggregate claims models. Risk metrics such as standard deviation and Value at Risk (VAR) are explored. Identical with ECN 4500. Satisfies the university general education requirement for the capstone experience.
Prerequisite(s): FIN 3220, ACC 3010 and STA 4227, each with a grade of (C) or higher