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: DILMAHOMED BOCUS Bibi Swaleha
Telephone: 4037400
Email: s.dilmahomed@uom.ac.mu
 

 


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