Financial Mathematics II

• ACTL20002
• Contact Hours: Two 1-hour lectures and a 1-hour tutorial per week
  Total Time Commitment: Not available
• 12.50

Topics include discount valuation of bonds and other assets including forward contracts; term structure of interest rates; duration and convexity; distributions of accumulations and present values; stochastic simulation; time series models -- Course Website

Prerequisites: Both of: Subject Study Period Commencement: Credit Points: ACTL20001 Financial Mathematics I Semester 1 12.50 MAST20004 Probability Semester 1 12.50