ACTSC 611Financial Mathematics I
- Units
- 0.50
- Level
- Graduate
- Faculty
- Mathematics
- Subject
- Actuarial Science
ACTSC 611 as listed in the Spring 2024 Graduate Calendar. The main page has the current version, when it runs, and seats.
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
Prerequisites
- Enrolled in Master of Actuarial Science (MActSc)
Antirequisites
None listed.
Leads to
No course lists it as a requisite.
Check it elsewhere for Spring 2024
- Graduate Calendar, Spring 2024The archived entry
- Requirements for Spring 2024Waterloo’s requisite checker
- Course outlinesSyllabi from past terms (UW login)
- UW FlowStudent ratings and reviews
- WClassesPast sections back to 2004, and who taught them
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