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SUMMARY:EAA Web Session: CERA\, Module 0: A Refresher Course in Financial Mathematics and Risk Measurement
DESCRIPTION:The web session gives an introduction to modern financial mathematics and derivative pricing. It is designed to prepare actuaries without adequate training in these fields for the quantitative parts of the CERA education. The web session is moreover an ideal learning opportunity for actuaries who want to become acquainted with or refresh their knowledge in these highly relevant fields. \nThe online course begins with a repetition of basic concepts in probability theory including characteristics of random variables such as moments and quantiles. In order to prepare the analysis of dynamic financial models we introduce the idea of conditional expectations and we discuss stochastic processes in discrete time. The online session continues with an introduction to financial mathematics. We study risk neutral valuation and the hedging of derivatives in discrete-time models. The last part of the web session is devoted an introduction to financial mathematics in continuous time. Topics covered include stochastic processes in continuous time such as Brownian motion and the Ito formula\, the Black Scholes model and the pricing and hedging of simple stock and bond options. The web session consists of lectures interspersed by short exercise sessions where participants can apply the probabilistic techniques hands on. \nRegistration deadline: 2 December 2021
URL:https://avoe.at/event/eaa-web-session-cera-module-0-a-refresher-course-in-financial-mathematics-and-risk-measurement-2/2021-12-06/
CATEGORIES:European Actuarial Academy (EAA)
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