Core Reading 2014 - ST6 Finance and Investment Specialist Technical B

picture of Core Reading 2014 - ST6 Finance and Investment Specialist Technical B
Published:
2013
Author:
The Institute and Faculty of Actuaries
Publisher:
The Institute and Faculty of Actuaries
  • SKU: CRST6-14
  • ISBN/ISSN:
Our price: £70.00
10 in stock

Product Rating

0

Core Reading is the Profession's statement of what each student needs to know to pass the exam.  You can purchase course notes, combined materials packs and other study material from ActEd.

 

 

Contents

Accreditation

Introduction

Unit 1 Derivatives markets

Unit 2 Forward and futures prices

Unit 3 Hedging with futures

Unit 4 Traded derivatives contracts

Unit 5 Interest rate derivatives

Unit 6 Exotic options

Unit 7 Factors affecting option prices

Unit 8 The binomial model

Unit 9 The Black-Scholes model

Unit 10 Further analysis of the Black-Scholes model

Unit 11 Numerical methods

Unit 12 Hedging and the “Greeks”

Unit 13 Interest rate derivatives & the Black model

Unit 14 The term structure of interest rates

Unit 15 Structured derivatives & synthetic securities

Unit 16 Risk management

Syllabus with cross referencing to Core Reading