Brainscape's Knowledge GenomeTM

Browse over 1 million classes created by top students, professors, publishers, and experts.


See full index

A214/CM2 (Loss Reserving & Financing Engineering)

This class was created by Brainscape user Kashen Naicker. Visit their profile to learn more about the creator.

By: Kashen Naicker
Start Studying

Decks in this class (19)

Chapter 1 - Efficient Market Hypothesis
Efficient security market,
Identify explain the 3 different ...,
What does the level of efficiency...
13  cards
Chapter 2 - Utility Theory
Expected utility theorem,
4 axioms which eut,
Comparability
19  cards
Chapter 3 - Measures of investment risk
Variance of return,
Why is the variance a good measur...,
Disadvantage of the variance
14  cards
Chapter 4 - Portfolio Theory
Mvpt mean variance portfolio theory,
Mvpt falls into 2 categories,
Mvpt assumptions
10  cards
Chapter 5 - Models of asset returns
Give the equation for the multifa...,
Types of multifactor models,
Single index model or market model
8  cards
Chapter 6 - Asset pricing models
Capm capital asset pricing model,
Capm assumptions,
Consequences of the extra assumpt...
11  cards
Chapter 7 - Brownian motion & martingales
Definition of a weiner process st...,
Brownian motion,
What is the relationship between ...
12  cards
Chapter 8 - Stochastic calculus & Ito processes
Check out notes made course mater...
1  cards
Chapter 9 - Stochastic models of security prices
Why may the continuous time logno...,
Are stochastic processes good mod...,
Continuous time lognormal model
3  cards
Chapter 10 - Characteristics of derivative securities
Derivative,
Option,
Call vs put option
22  cards
Chapter 11 - The Greeks
How are put call options more ris...,
Delta,
Whats the relationship between de...
11  cards
Chapter 12 - Binomial model
0  cards
Chapter 13 - Black-Scholes option pricing formula
0  cards
Chapter 14 - 5-step method in discrete time
0  cards
Chapter 15 - 5-step method in continuous time
0  cards
Chapter 16 - Term structure of interest rates
0  cards
Chapter 17 - Credit risk
0  cards
Chapter 18 - Ruin theory
0  cards
Chapter 19 - Run-off triangles
0  cards

More about
A214/CM2 (Loss Reserving & Financing Engineering)

  • Class purpose General learning

Learn faster with Brainscape on your web, iPhone, or Android device. Study Kashen Naicker's A214/CM2 (Loss Reserving & Financing Engineering) flashcards now!

How studying works.

Brainscape's adaptive web mobile flashcards system will drill you on your weaknesses, using a pattern guaranteed to help you learn more in less time.

Learn more about spaced repetition

Add your own flashcards.

Either request "Edit" access from the author, or make a copy of the class to edit as your own. And you can always create a totally new class of your own too!

What's Brainscape anyway?

Brainscape is a digital flashcards platform where you can find, create, share, and study any subject on the planet.

We use an adaptive study algorithm that is proven to help you learn faster and remember longer....

Looking for something else?

A2 - 14
  • 1 decks
  • 40 flashcards
  • 2 learners
Decks: A 2 14, And more!
Reserve Cst. Mid Term
  • 1 decks
  • 62 flashcards
  • 1 learners
Decks: Mid Term, And more!
Find Flashcards
Make Flashcards
Brainscape helps you reach your goals faster, through stronger study habits.
© 2024 Bold Learning Solutions. Terms and Conditions