Graduate Studies and Postdoctoral Affairs (GSPA)
Needles Hall, second floor, room 2201
Subject:
Actuarial Science (ACTSC)
Catalog number:
611
Unit weight:
0.50
Meet type:
LEC,TUT
Grading basis:
NUM
Cross-listing(s):
N/A
Requisites:
Department Consent Required
Description:
Time value of money; simple and compound interest and discount; real returns; equations of value; loan schedules; valuation of fixed coupon bonds; valuation of real return bonds; term structure of interest rates; no arbitrage pricing; valuation of forward contracts; valuation of interest rate swaps. Duration and Immunization
Topic titles:
N/A
Faculty:
Mathematics (MAT)
Academic level:
GRD
Course ID:
013389