University & Research
Moshe A. Milevsky is a Professor of Finance at York University’s Schulich School of Business and a member of the Graduate Faculty in Mathematics and Statistics.
Here is the (core) material and content I use when teaching my advanced course on Retirement Income Models (FINE4060) at York University. You are free to download (the 2019 version) and use them as well as the associated lecture slides, all included in the zipped file.
The year 2025 is the bicentennial of the publication of: On the nature of the function expressive of the law of human mortality by Benjamin Gompertz in 1825. Here you can find material (which I will add) on the history of his natural law and how to calibrate the model.
Below is a sample description of courses recently taught by Moshe A. Milevsky at York University, including a high-level course syllabus.
If you are interested in auditing, enrolling or taking courses at the Schulich School, please visit Schulich Yorku directly. For more information about the Department of Mathematics & Statistics or courses offered, please visit mathstats.info.yorku.ca.
Retirement Income Models
This course focuses on the management of uncertainty consumers face towards the end of the lifecycle in the areas of longevity, mortality, inflation, investment returns, pensions and income taxes. The instructional pedagogy is interactive and computational. Students create R-scripts that optimize and solve real-world retirement income problems.
Personal Financial Planning
FINE4050 & FINE6050
Students learn the basics of personal financial management both for professional work in the financial services industry and for their own households. Topics include lifecycle goal-setting, financial budgeting, income taxation, debt management, risk management, insurance, investment principles and practice and retirement planning. Much of the course is based upon realistic problems and cases.
Analysis of Structured Products
An advanced hands-on research practicum in which real world structured insurance and financial products are brought into the classroom, dissected and analyzed using the tools of financial and computational economics. This is a capstone course in the Masters of Finance (MF) program, and therefore examines these structures from a variety of perspectives.
Futures, Options and Derivatives
FINE6800 & FINE4800
Advanced elective course on the subject of modern options and derivative securities. The learning objectives are to acquire an essential ability to use and price various types of financial options and derivative products most commonly employed in corporate finance. The course is geared towards students who are interested in a career in financial trading, pricing, risk management and regulation of derivatives.
By downloading these files the user understands and agrees that Moshe Milevsky makes no representations or warranties whatsoever regarding the products, developments, documentation, or any other materials or services provided hereunder, and specifically disclaims any and all other warranties, whether expressed or implied.
York University is known for championing new ways of thinking that drive teaching and research excellence and Schulich is ranked among the leading business schools in the world.
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