University of Mauritius

Module Directory

Module Description

Module Name	Module Code	Lecture Hrs	Practical Hrs	Credits
Actuarial Models	STAT3018Y(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 BlackScholes Model, Option Greeks, Introduction to Ito Calculus, Simulation
Faculty	Department
FACULTY OF SOCIAL SCIENCES AND HUMANITIES	Department of Economics and Statistics
Contact Details
Administrative assistant: Mrs. GOUGON Aarti Telephone: 4037400 Email: aofssh-exam@uom.ac.mu