Financial Engineering & Portfolio Theory -CM2 Actuarial Exam
Financial Engineering & Portfolio Theory -CM2 Actuarial Exam, available at $54.99, has an average rating of 4.55, with 45 lectures, based on 124 reviews, and has 1795 subscribers.
You will learn about Theory behind Financial Markets and Investment Strategies Introduction to Financial Markets Efficient Market Hypothesis Active vs Passive Investment Strategies The Great Recession Utility Theory Stochastic Dominance Behavioural Economics Risk Measures Mean Variance Portfolio Theory This course is ideal for individuals who are Students interested in Actuarial Science or pursuing a career in finance It is particularly useful for Students interested in Actuarial Science or pursuing a career in finance.
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Summary
Title: Financial Engineering & Portfolio Theory -CM2 Actuarial Exam
Price: $54.99
Average Rating: 4.55
Number of Lectures: 45
Number of Published Lectures: 45
Number of Curriculum Items: 45
Number of Published Curriculum Objects: 45
Original Price: $19.99
Quality Status: approved
Status: Live
What You Will Learn
- Theory behind Financial Markets and Investment Strategies
- Introduction to Financial Markets
- Efficient Market Hypothesis
- Active vs Passive Investment Strategies
- The Great Recession
- Utility Theory
- Stochastic Dominance
- Behavioural Economics
- Risk Measures
- Mean Variance Portfolio Theory
Who Should Attend
- Students interested in Actuarial Science or pursuing a career in finance
Target Audiences
- Students interested in Actuarial Science or pursuing a career in finance
Section 1 – Introduction
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Financial Markets
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We look at various markets such as the Stock Market, the Bond Market, the Derivative Market as well as Risk markets.
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Efficient Market Hypothesis
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We consider the Strong, Semi and Weak form of the Efficient Market Hypothesis as well as the evidence for and against each one.
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Can you Beat the Market?
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We compare the success of Warren Buffet vs the success of John C Bogle
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Active vs Passive Strategies
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We compare two investment philosophies and consider the problems with each
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Covid-19 Investment Strategies
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I share my own investment strategies before and after Covid-19
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What Caused the Great Recession
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We look at what caused the global recession in 2008
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Section 2 – Utility Theory
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Irrational Behaviour
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We play the St Petersburg Paradox and consider if our decisions can be irrational
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Consumer Choice Theory
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We look at indifference curves and budget lines to make decisions around bundles.
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Utility Theory
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We make observations about the utility of money and consider various attitudes towards risk.
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Axioms of Utility
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We look at Completeness, Transitivity, Continuity and Independence
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Expected Utility Theory
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We consider consumer choice theory with uncertainty
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Stochastic Dominance
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We look at Absolute, First Order and Second Order Dominance
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Section 3 – Behavioural Economics
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Behaviour Economics
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Heuristics
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Framing
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Herd Instinct
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Anchoring
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Myopic Loss Aversion
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Mental Accounting
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Bias – (Self Serving, Confirmation, Availability and Familiarity)
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Story Believing
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How to Fight Irrationality
Section 4 – Risk Measures
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Variance and Semi Variance
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Shortfall Probability
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Value at Risk
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Expected Shortfall (Tail VaR)
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Relationship between Risk Measures and Utility Functions
Section 5 – Mean Variance Portfolio Theory
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Introduction to Portfolio Theory
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Introduction to Mean Variance Portfolio Theory
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Assumptions
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Opportunity Set & Efficient Frontier
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Diversification Benefit
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Optimal Portfolio
Section 6 – Capital Asset Pricing Model
Course Curriculum
Chapter 1: Financial Markets
Lecture 1: Financial Markets
Lecture 2: Efficient Market Hypothesis
Lecture 3: Can you beat the market?
Lecture 4: Active vs Passive Investment Strategies
Lecture 5: Covid-19 Investment Strategies
Lecture 6: What caused the Great Recession?
Chapter 2: Utility Theory
Lecture 1: Irrational behaviour
Lecture 2: Consumer Choice Theory
Lecture 3: Utility Functions
Lecture 4: Axioms of Utility
Lecture 5: Expected Utility Theory
Lecture 6: Stochastic Dominance
Chapter 3: Behavioural Economics
Lecture 1: Behavioural Economics
Lecture 2: Heuristics
Lecture 3: Framing
Lecture 4: Herd Instinct
Lecture 5: Anchoring
Lecture 6: Myopic Loss Aversion
Lecture 7: Mental Accounting
Lecture 8: Bias
Lecture 9: Story Believing
Lecture 10: How to Fight Irrationality
Chapter 4: Risk Measures
Lecture 1: Measures of Risk
Lecture 2: Variance and Semi-Variance
Lecture 3: Shortfall Probability
Lecture 4: Value at Risk
Lecture 5: Expected Shortfall (Tail VaR)
Lecture 6: Risk Measures and Utility Functions
Chapter 5: Mean Variance Portfolio Theory
Lecture 1: Portfolio Theory – Introduction
Lecture 2: Mean Variance Portfolio Theory
Lecture 3: Assumptions for Mean Variance Portfolio Theory
Lecture 4: Opportunity Set & Efficient Frontier
Lecture 5: Diversification Benefit
Lecture 6: Optimal Portfolio
Chapter 6: Capital Asset Pricing Model
Lecture 1: Capital Asset Pricing Model
Chapter 7: Option Pricing Theory
Lecture 1: Farmers Dilemma – the need for forward contracts
Lecture 2: Pricing Futures
Lecture 3: Introduction to Options
Chapter 8: Past Exam Paper Questions
Lecture 1: Utility Theory & Insurance Application
Lecture 2: Stochastic Differential Equation for Stock Prices
Lecture 3: Call Options & Greeks
Lecture 4: Credit Risk Calculation
Lecture 5: Run Off Triangles
Lecture 6: Delta Hedging and Options
Lecture 7: Ruin Theory
Instructors
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Michael Jordan
Actuary (FASSA/CERA)
Rating Distribution
- 1 stars: 0 votes
- 2 stars: 1 votes
- 3 stars: 8 votes
- 4 stars: 50 votes
- 5 stars: 65 votes
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