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

立即实践所学

不要只看笔记，用无限AI题库练习，即时获得批改反馈。加入超过100,000名正在提升成绩的学生。

立即开始练习查看定价

看完笔记了？用AI练习题测试自己

立即练习此课题