Financial Engineering and Loss Reserving (CM2) provides a grounding in the principles of actuarial modelling, focusing on stochastic asset-liability models and the valuation of financial derivatives. It equips the student with a knowledge of the theories of behaviour of financial markets, measures of risk, determining reserves for a non-life insurer and price options. The subject includes theory and application of the ideas to real data sets using excel.

Requirements For  CM2 : First read through the material of CM2 before attempting the Excel component.

Exam Format For  CM2

3 hours 15 minutes computer-based exam (Word), 1 hour 45 minutes computer-based exam (Excel)

 Who this course is for: Students preparing for the Excel component of CM2 exam. Worksheets and Past papers are provided along with the solution videos.

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** Live Doubt Class Sat/Sun

       Doubt Class

1. The Efficient Markets Hypothesis


2.Utility Theory

      Chapter 2-P1

      Chapter 2- P2

3.Stochastic Dominance and behavioural finance

      Behaviour Finance

4.Measure of Investment Risk

      CM2.4 Part 1

     CM2.4 Part 2

     CM2.4 Test

5.Stochastic Models of Investment returns

     CM2.5 Part 1

     CM2.5 Part 2

     CM2.5 Test

6.Portfolio theory

     CM2.6 Part 1

     CM2.6 Part 2

7.Models of asset returns

     CM2.7 Part 1

     Statistical Model

8.Asset Pricing Model

      Reference Questions for CAPM


      CM2.8 Test

9.Brownian motion and maringales

      Reference question for Brownian Motion

      Brownian Motion and Martingale

10.Stochastic calculus and Ito Process

      Stochastic Calculus and Its Lemna

      Stochastic Calculus and Ito Lemna - Part2

11.Stochastic models of security Prices

      Stochastic Models of Security Prices

12. Characteristics of derivative securities

     CM2.12 Part 1

     CM2.12 Part 2

     CM2.12 Part 3

     CM2.12 Part 4

     CM2.12 Test

13. Greeks


14.Binomial Model

     CM2.14 Part 1

     CM2.14 Part 2

     CM2.14 Test

15,16 & 17. The Black-Scholes option pricing formula

      CM2.15 Part 1

      CM2.15 Part 2

      CM2.15 Part 3

      CM2.15 Part 4

       CM2.15 Test

18. The term Structure of interest rates

        Term Structure of Interest

        Term Structure of Interest

19.Credit Risk

        Credit Risk

20.Ruin Theory

        Ruin Theory -P1

        Ruin Theory-P2

21. Run off Triangle

        Runoff Triangle

        Runoff Triangle

For more information contact the best actuarial science coaching in delhi - The Academic Junction at  +91-99104 27442 .

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