CM2 – Economic Modelling
5个单元 · 16个章节
免费的CM2 – Economic Modelling学习笔记，专为IFoA (Institute and Faculty of Actuaries)学生准备。下列每个章节都涵盖一个重点主题，附有例题与练习提示，可在 thinka 应用中延伸练习。
Rational economic theory
Understand the principles of rational expectations theory
Understand the principles of rational choice theory
Measures of investment risk
Identify the properties of risk measures and use these risk measures to compare and analyse investment opportunities
The role of insurance companies in reducing or removing risk
Asset valuations
Understand mean-variance portfolio theory and its application
Understand and use the Capital Asset Pricing Model (CAPM)
Understand and use single and multifactor models for investment returns
Appreciate different stochastic models for security prices and how and when they can be applied
Understand the principles and characteristics of models of the term structures of interest rates and their application
Understand the principles and application of simple models for credit risk
Liability valuations
Understand the principles and application of ruin theory
Understand and use run-off triangles to estimate claims
Value basic benefit guarantees using simulation techniques
Option theory
Understand the principles of option pricing and valuations
Understand the principles of the binomial option-pricing model and its application
Understand the principles of the Black-Scholes derivative-pricing model and its application
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