a214/cm2 (loss reserving & financing engineering)

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

Decks in this class (19)

Chapter 1 - Efficient Market Hypothesis
No deck description has yet been added by the author.
13  cards
Chapter 2 - Utility Theory
No deck description has yet been added by the author.
19  cards
Chapter 3 - Measures of investment risk
No deck description has yet been added by the author.
14  cards
Chapter 4 - Portfolio Theory
No deck description has yet been added by the author.
10  cards
Chapter 5 - Models of asset returns
No deck description has yet been added by the author.
8  cards
Chapter 6 - Asset pricing models
No deck description has yet been added by the author.
11  cards
Chapter 7 - Brownian motion & martingales
No deck description has yet been added by the author.
12  cards
Chapter 8 - Stochastic calculus & Ito processes
No deck description has yet been added by the author.
1  cards
Chapter 9 - Stochastic models of security prices
No deck description has yet been added by the author.
3  cards
Chapter 10 - Characteristics of derivative securities
No deck description has yet been added by the author.
22  cards
Chapter 11 - The Greeks
No deck description has yet been added by the author.
11  cards
Chapter 12 - Binomial model
No deck description has yet been added by the author.
0  cards
Chapter 13 - Black-Scholes option pricing formula
No deck description has yet been added by the author.
0  cards
Chapter 14 - 5-step method in discrete time
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0  cards
Chapter 15 - 5-step method in continuous time
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0  cards
Chapter 16 - Term structure of interest rates
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0  cards
Chapter 17 - Credit risk
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0  cards
Chapter 18 - Ruin theory
No deck description has yet been added by the author.
0  cards
Chapter 19 - Run-off triangles
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0  cards

More about
a214/cm2 (loss reserving & financing engineering)

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