University of Mauritius

Module Directory

Module Description

Module Name	Module Code	Lecture Hrs	Practical Hrs	Credits
Actuarial Models	STAT 3018Y(5)	3	0	6

Description
Term Structure of Interest Rates, Interest Rate Models: The Vasicek Model, The Cox-Ingersoll-Ross Model, The Black-Derman-Toy binomial model, Pricing of Derivatives, The Binomial Model, The Black- Scholes Model, Option Greeks, Introduction to Ito Calculus, Simulation
Faculty	Department
FACULTY OF SOCIAL SCIENCES AND HUMANITIES	Department of Social Studies
Contact Details
Administrative assistant: DILMAHOMED BOCUS Bibi Swaleha Telephone: 4037400 Email: s.dilmahomed@uom.ac.mu