<div class='quotetop'>إقتباس(Student @ Aug 8 2007, 10:02 AM) 123</div><div class='quotemain'>السلام عليكم
ممكن شرح مبسط عن المواد style_emoticons/<#EMO_DIR#>/biggrin.gif[/b][/quote]
حياك الله أخي معنا
وبالنسبة لشرح المواد فمن خلال موقع جامعة كنت التي أدرس فيها حاليا يوجد شرح مبسط عن المواد وقد قمت بنقلها لك أدناه
في حالة رغبتك الحصول على أي معلومات اضافية أو أي أسئلة محددة فلا تتردد في طرحها
<span style="font-size:18pt;line-height:100%">Core Tecnical Stage (CT Subjects) </span>والتي تدرس لطلاب البكالوريوس والدبلوم في جاعة كنت
علما ان أغلب هذه المواد تدرس على شكل مادتين منفصلتين خلال فصليين دراسيين
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<span style="color:#FF0000">Financial Mathematics (CT1)</span>
An introduction to financial mathematics and its simple applications.
The syllabus will cover: Cashflow models. Time value of money. Interest rates. Discounting and accumulating. Level, deferred and increasing annuities. Equation of value. Loan schedules. roject
appraisal. Investments. Arbitrage and forward contracts. Term structure of interest rates. Stochastic interest rate models.
<span style="color:#FF0000">Finance & Financial Reporting (CT2)</span>
An introduction to corporate finance and the interpretation of company accounts.
The syllabus introduces and develops the concepts and elements of corporate finance including a knowledge of the instruments used by companies to raise finance and manage financial risk, introduces the concepts and techniques of financial accounting and enables students to understand and interpret critically financial reports of companies and financial institutions including financial statements used by pension funds and insurance companies. Students will be introduced to the use of spreadsheets in financial analysis.
<span style="color:#FF0000">Probability and Mathematical Statistics (CT3)</span>
A grounding in basic statistics and its applications in readiness for other courses.
The syllabus will include the following topics. Concepts and axioms of probability, marginal, conditional and joint probabilities; Bayes' theorem; discrete and continuous random variables; common distributions. Graphical representation of data; numerical summaries of data. Sampling distributions. Point estimation, interval estimation and hypothesis tests, all based on Normal samples. Association between variables. Goodness of fit.
Probability; distributions of two or more random variables, marginal and conditional distributions, properties of expectations, covariance and correlation. Generating functions; moment generates functions (m.g.f.s), probability generating functions, etc. methods for obtaining distributions of functions of one or more random variables. Approximate methods for transformations of random variables. Sampling distributions related to the Normal distribution. Principles of statistical inference. Point estimation; properties of point estimators (unbiasedness, consistency, efficiency). Methods of estimation; maximum likelihood estimators, methods of moments. Hypothesis testing; Neyman-Pearson lemma, power function, uniformly most powerful tests, relative efficiency, likelihood ratio test. Interval estimation; construction of confidence intervals, pivotal functions.
<span style="color:#FF0000">Models (CT4)</span>
A grounding in stochastic processes and actuarial survival models and their applications.
The syllabus includes the following: Distribution and density functions of the random future lifetime, the survival function and the force of hazard. Estimation procedures for lifetime distributions including censoring, Kaplan-Meier estimate, Nelson-Aalan estimate and Cox model. Statistical models of transfers between multiple states. Maximum likelihood estimators for the transition intensities. Binomial and Poisson models of mortality. Estimation of age-dependent transition intensities. The graduation process. Testing of graduations. Measuring the exposed-to-risk.
The syllabus will include coverage of a wide variety of stochastic processes and their applications; random walk; Markov chains; processes in continuous-time such as the Poisson process, the birth and death process and Brownian motion; renewal processes; queues; branching processes; epidemic models.
<span style="color:#FF0000">Contingencies (CT5)</span>
The mathematical techniques of pricing and evaluating insurance and pension products.
The syllabus will cover: survival models and the life table including select mortality functions; international actuarial notation; formulae for means and variances of assurances and annuities; commutation functions; curtate/complete life functions; premiums; net premiums; reserves. simple annuities and assurances involving two lives. Contingent and reversionary benefits.
Variable benefits & with profit policies. Gross premiums & provisions for fixed & variable benefit contracts. Profit testing. Determining provisions using profit testing. Competing risks, Multiple decrement tables. Pension funds. Mortality, selection & standardisation.
<span style="color:#FF0000">Statistical Methods (CT6)</span>
The fundamental statistical techniques used in the analysis of short-term insurance contracts.
Outline Syllabus includes: Decision Theory; Loss Distributions; Aggregate Claims; Risk Models; Ruin Probabilities; Bayesian Statistics; Credibility Theory; Experience Rating Systems; Run-off Triangles; Generalised Linear Models.
Difference equations, Stationary Time Series: ARMA process. Nonstationary Processes: ARIMA Model Building and Testing: Estimation, Box Jenkins, Criteria for choosing between models, Diagnostic tests. Forecasting: Box-Jenkins, Prediction bounds. Testing for Trends and Unit Roots: Dickey-Fuller, ADF, Structural change, Trend-stationarity vs difference stationarity. Seasonality and Volatility: ARCH, GARCH, ML estimation. Multiequation Time Series Models: Spectral Analysis. Generation of pseudo – random numbers, simulation methods: inverse transform and acceptance-rejection, design issues and sensitivity analysis.
<span style="color:#FF0000">Economics (CT7)</span>
An introduction to key economic concepts at both the micro and macro levels.
Topics in the syllabus are as follows: The interaction between supply and demand in the provision of a product, and the way in which equilibrium in market prices is determined. Elasticity of supply and demand. Utility maximisation and consumer choice. Insurance systems to reduce financial impact of uncertain events. Opportunity cost. Profit maximisation. Short run and long run production choices. Competition and monopolies and the effects on supply and demand. Structure of the public sector finances of an industrialised society. GDP, GNP and NNP. The effect of saving/consumption on the economy. Impact of government intervention on the economy. Exchange rates and international trade. Factors affecting the rate of inflation, interest rates, rate of economic growth.
<span style="color:#FF0000">Financial Economics (CT8)</span>
A grounding in modern financial theory and its applications.
Syllabus Topics: Efficient market hypothesis, measures of investment risk, portfolio theory, models of asset returns, asset pricing models, stochastic calculus and Ito processes, stochastic models of security prices, Brownian motion and martingales, introduction to derivatives, the Greek, the binomial model, Black-Scholes option pricing formula, the martingale representation theorem arbitrage-free pricing, interest rate models.</div>
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