uwloo

ACTSC 631Financial Mathematics III

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Actuarial Science

When it runs

  1. F24
  2. W25
  3. S25
  4. F25
  5. W26
  6. S26
  7. F26
  8. W27
  9. S27

Ran in 2 of the last 7 terms. Winter 2027: not on the schedule. Spring 2027: schedule not out yet.

Binomial and lattice models for option pricing. Black-Scholes option pricing. Hedging option greeks. Exotic options. Term structure models including Vasicek, Cox-Ingersoll-Ross, Hull-White, Black-Derman-Toy. Interest rate options.

Prerequisites

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Discussed on r/uwaterloo

2 posts and comments in 1 thread mention ACTSC 631, October 2017 to December 2024. Quoted word for word, newest first; each reply sits under the post and the comment that started its branch. Search r/uwaterloo for newer posts.

Fall 2017

PSA: UWCourseLinker back up, disabled by default, call with [[course code]] 39 points, 31 comments

u/RayDWatson: “… [[ACTSC615]] [[ACTSC621]] [[ACTSC622]] [[ACTSC623]] [[ACTSC624]] [[ACTSC625]] [[ACTSC631]] [[ACTSC632]] [[ACTSC633]] [[ACTSC634]] [[ACTSC635]] [[ACTSC690]] [[ACTSC831]] [[ACTSC832]] [[ACTSC833]] [[ACTSC845]] [[ACTSC846]] [[ACTSC853]] [[ACTSC855]] [[ACTSC859]] [[ACTSC862]] …”

u/UWCourseLinker: “… Processes for Actuarial Science ACTSC 625 - Casualty and Health Insurance Mathematics ACTSC 631 - Financial Mathematics III ACTSC 632 - Life Insurance Mathematics III ACTSC 633 - Actuarial Risk Management ACTSC 634 - Quantitative Risk Management ACTSC 635 - Profession …”

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Check it elsewhere for Fall 2026

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 33 terms, Fall 2009 to Winter 2024