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 Financial Mathematics - ACTL5102
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 Students studying
   
 
School:  Actuarial Studies Unit
 
   
 
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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