Please note:
To view the Summer 2025 Academic Calendar, go to www.sfu.ca/students/calendar/2025/summer.html.
Actuarial Finance RISK 441 (3)
Option pricing models and their application to insurance and financial risks. Discrete-time models. Black-Scholes-Merton model. Market-making, option Greeks, and hedging. Exotic options. Economic scenario generators. Prerequisite: BUS 315 and one of RISK (or ACMA) 231 or BUS 232, both with a minimum grade of C. Students with credit for ACMA 340 or RISK 801 may not take this course for further credit. Quantitative.