Financial Mathematics in Actuarial Exam

• Main Authors: Yu-wei Chen, 陳鈺偉
• Other Authors: Mei-Hui Guo
• Format: Others
• Language: zh-TW
• Published: 2015
• Online Access: http://ndltd.ncl.edu.tw/handle/b84r3e

碩士 === 國立中山大學 === 應用數學系研究所 === 103 === Financial mathematics plays a crucial role in many sectors of financial markets. The application of mathematics has had a profound effect upon finance and has allowed the creation of new financial products. In this study we focus on the financial mathematics related to SOA (Society of Actuaries) exams. The topics includes forward contract, future, options, trading strategy and hedging, covered calls, covered puts, synthetic forwards, spreads, collars, straddle, strangle, etc. We introduce a variety of charts to enhance understanding of the financial mathematics in SOA exams.