CM2 – Economic Modelling
5 个单元 · 16 个章节
免费 CM2 – Economic Modelling 学习笔记，适合 IFoA (Institute and Faculty of Actuaries) 学生。每个章节都覆盖一个重点主题，并附例题与可延伸到 thinka app 的练习提示。
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
看完笔记了？现在就用 AI 题目测一测自己。
马上练这一题