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Financial Mathematics - ACTL5102
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Students studying
 
Faculty: Faculty of Business
 
 
School:  Actuarial Studies Unit
 
 
Course Outline: http://legacy.handbook.unsw.edu.au
 
 
Campus: Kensington Campus
 
 
Career: Postgraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.125 (more info)
 
 
Contact Hours per Week: 3
 
 
Fee Band: 2 (more info)
 
 
Further Information: See Class Timetable
 
 

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.

Enrolment requires school approval.

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© The University of New South Wales (CRICOS Provider No.: 00098G), 2004-2011. The information contained in this Handbook is indicative only. While every effort is made to keep this information up-to-date, the University reserves the right to discontinue or vary arrangements, programs and courses at any time without notice and at its discretion. While the University will try to avoid or minimise any inconvenience, changes may also be made to programs, courses and staff after enrolment. The University may also set limits on the number of students in a course.