2010-2011 Academic Catalog 
    
    Apr 19, 2024  
2010-2011 Academic Catalog [Archived Catalog]

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.