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Nov 26, 2024
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2010-2011 Academic Catalog [Archived Catalog]
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ACSC 611 - INVESTMENT & ASSET MANAGEMENT II
Credits: Three
Prerequisite: ACSC 610
Those courses extend the students knowledge of basic actuarial
principle in the fields of investments and asset management. This
course combine with ACSC 610 will cover the topic capital market,
investment vehicles, derivatives-applications, and principles of
portfolio management and asset- liability management. After
successfully completing the course, students are expected to
identify and evaluate the risk and return characteristics of
various types of investments. To apply the concepts of interest
rate risk management and effective duration. To explain how
principles of asset liability management (ALM) impact portfolio
construction and management for institutional investors. To
identify and apply portfolio management techniques to the ongoing
investment management of financial institution and pension fund
assets.
Note: This course combines with ACSC 610 and covers all materials for Actuarial Science Professional exam 6.
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