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MATH3321/M35R Principles of Asset/Liability Management for Acturial Science

Course Name: 
Principles of Asset/Liability Management for Acturial Science
Course Code: 
MATH3321/M35R
Course Credits: 
4 Credits
Level: 
III
Prerequisites: 
MATH2210/M27A, MGMT/MS28D, MGMT3048/MS38H Credits from this course cannot count towards the 16 non-core credits required for a major in Mathematics.
Course Description: 

Review of Macroeconomics; Characteristics of the various types of  investments used to fund financial security programmes; traditional  techniques of financial analysis used in selecting and managing

 nvestment portfolios.

 The course builds on the material in courses MS28D and MS38H,  introducing further tools and techniques of asset/liability management, general product design, as well as issues of pricing and valuation and  asset management.

Assessment: 
One 2-hour written paper 80% Course work (or in-course test) 20%
Categoryofcourses: 
Semester: 
II
coursedegree: 
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