Actuarial Science Training - Specialist Application - Investment (ST 6)

Actuarial Sciences

This course is helpful for students aspiring to take Actuarial science exams from Institute of Actuaries of India (IAI) or Institute and Faculty of Actuaries (UK). Actuarial science uses mathematical and statistical methods to assess risk in insurance, finance and other industries and professions. Actuarial Analyst is one of the most sought after professions in the current job Market. ST6 - Investment is one of the important Actuary exams in the journey towards becoming an Actuary. The curriculum covers the different aspects of Actuarial Risk Management and applications.

ST 6 Training Videos Videos

Volatility Smiles Option Contracts Basic Overview

COURSE OUTLINE

Course curriculum - Investment

Introduction to Derivatives Mechanics of Futures Markets Determination of Forward and Future Prices Hedging using Futures
Mechanics of Options Markets Property Swaps Interest Rates Interest rate Futures
Swaps Exotic Options Properties of Stock Options Trading Strategies involving Options
Discrete Process Wiener Process and ITOs Lemma Black Scholes Merton Model More on Black Scholes Formula
Volatility Smiles Basic Numerical Procedures Martingales and Measures Binomial Trees
The Greek Letters Greeks - Derivations Interest Rate Derivative Instruments The Science of Term Structure Models
The evolution of short rates and the shape of the term structure The art of term structure models - Drift The art of term structure models - volatility and distribution Montecarlo Simulation
Risk Management A helicopter view External and Internal Ratings Quantifying Volatility in VAR Models Credit Risk and Credit Derivatives

Faculty profile

Disclaimer: 1. P.A.C.E gurus do not sell/distribute any study material of IAI/IFoA/SOA/Institute of Actuaries of Australia for ST6 EXAM. P.A.C.E gurus only Helps, Trains and Guides students those who have registered and bought the study material from Institute of Actuaries of India/Institute and Faculty of Actuaries to prepare for the exam. We are in no way associated with the Institute of Actuaries of India (IAI)/UK (Institute and Faculty of Actuaries).

2. No derivations and proofs covered as part of training videos.