Financial Engineering & Loss Reserving
Stochastic models, derivatives, and claims reserving — the quantitative core of non-life actuarial work.
About CM2
CM2 extends the deterministic mathematics of CM1 into stochastic financial models. You will price options using Black-Scholes, model interest rates with Vasicek and CIR, and project claims reserves using development triangle methods. Increasingly important as markets move toward derivatives and structured products.
Who is this for?
Students who have cleared or are nearly through CM1, with comfort in probability and calculus. Essential for roles in non-life insurance, reinsurance, and investment strategy.
Complete Syllabus
Career Outcomes
"CM2 was the hardest paper I sat. The S.MONK sessions on stochastic calculus were the only reason I passed. Ravi Sir spent three classes on Brownian motion alone — it made everything click."