2001年5月北美精算师资格考试参考资料--课程6
Texts
1. Bond Portfolio Mangement, ( Second edition ), 2001, by Fabozzi, F.J., editor, Chapters 2, 15-16.
2. Investments, ( Fourth Edition ), 1999, by Bodie, Z., Kane, A., abd Marcus, A., Chapters 1 ( background reading only ), 2-5, 6 ( excluding appendix ), 7, 8 ( exclude appendix ), 9-12, 25.
3. Financial Economics, 1998, by Pajer, H.H., editor, Chapters 2 ( Sections 1-6 only ), 3, 5-6.
4. Handbook of Fixed Income Securities, ( Sixth Edition ), 2000, by Fabozzi, F.J., Chapters 1-2, 5-6, 8, 11, 14, 24, 25, ( pp. 573-588, 594-601, and 607-618 only ), 26, 28, 29 ( pp. 679-695 only ), 32 ( pp. 739-740, 750-756 only ), 34, 37 (pp. 837-846 only ), 39, 44-45, 47, 50, and 58.
5. Manging Investment Portfolios, ( Second Edition ), 1990, by Maginn, J.L., and Tuttle, D.L., Chapters 7 ( exclude pp. 36-69 ), 8.6. Valuation of Interest-Sensitive Financial Instruments, 1996, by Babbel, D. And Merrill, C., Chapters 1 ( background only ), 2-3, 5 and 8.
Study Notes:
Code Title
6-05-01 Course 6 Introductory Study Note
6-09-00 Sample Examination #1
6-10-00 May 2000 Course/Exam 6
6-21-01 Report on Default and Returns on High-Yield Bonds: Analysis Through 1999 and Default Outlook for 2000-2002
6-23-00 GIC Portfolio Design
6-24-00 Exploiting Behavioral Finance: Portfolio Strategy and Construction
6-26-00 Finding the immunizing Investment for Insurance Liabilities: The Case of the SPDA
6-27-00 Matched-Funding Techniques
6-28-00 Introduction to the Formation of Investment Strategy for Life Insurance Companies and Pension
6-29-00 Risk-Based Capital for Life insurance
6-30-00 Liquidity: The Hidden Risk Factor
6-31-00 Fiduciary Liability Issues for Selection of Investments
6-32-00 Investment Management of Retirement Plans in Canada
6-33-00 Asset Performance and Surplus Control: A Dual Shortfall Approach |
