COURSE CODE: ACTS 3014

COURSE TITLE: ASSET AND LIABILITY MANAGEMENT II

NUMBER OF CREDITS: 3

PREREQUISITES: ACTS 3004

COURSE DESCRIPTION:

This course consists of four major topics: risk management techniques, option pricing, simulation and interest rate models. Students will learn how to apply the course content to solve business problems in the financial services industry. Assessment will be based on assignments, coursework examinations and a final examination.

ASSESSMENT:

Coursework 50%

Final Examination 50%

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