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Financial Mathematics - ACTL5102
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Students studying
 
Faculty: Faculty of Commerce and Economics
 
 
School:  Actuarial Studies Unit
 
 
Contact: Castillo,Maritina
 
 
Campus: Kensington Campus
 
 
Career: Postgraduate
 
 
Units of Credit: 6
 
 
Contact Hours per Week: 3
 
 
Offered: Semester 1 2005
 
 
Fee Band: 2
 
 

Description

This course develops the financial and actuarial mathematics required for the analysis of financial and insurance transactions. Topics covered include: mathematics of compound interest, valuation of cash flows of insurance contracts; analysis and valuation of annuities, bonds, loans and other securities; yield curves and immunisation; introduction to stochastic interest rate models and actuarial applications.

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