Transcription of MATH1510 Financial Mathematics I
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MATH1510 Financial Mathematics I
MATH1510 Financial Mathematics IJitse NiesenUniversity of LeedsJanuary May 2012 Description of the moduleThis is the description of the module as it appears in the module to mathematical modelling of Financial and insurance markets withparticular emphasis on the time-value of money and interest rates. Introductionto simple Financial instruments. This module covers a major part of the Facultyand Institute of Actuaries CT1 syllabus ( Financial Mathematics , core technical).Learning outcomesOn completion of this module, students should be able to understand the timevalue of money and to calculate interest rates and discount factors. They shouldbe able to apply these concepts to the pricing of simple, fixed-income financialinstruments and the assessment of investment Interest rates. Simple interest rates. Present value of a single futurepayment. Discount factors. Effective and nominal interest rates. Real and money interest rates.
5.Petr Zima and Robert L. Brown, Mathematics of Finance, 2nd ed., Schaum’s Outline Series, McGraw-Hill, 1996. ISBN 0-07-008203. The syllabus for the MATH1510 module is based on Units 1{9 and Unit 11 of book 2. The remainder forms the basis of MATH2510 (Financial Mathemat-ics II). The book 2 describes the rst exam that you need to pass to ...
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