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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Doubt Class
1. The Efficient Markets Hypothesis
1.EMH
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
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
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 .
