Dec 21, 2024  
2016-2017 Graduate Bulletin 
    
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2016-2017 Graduate Bulletin [ARCHIVED BULLETIN]

FIN 580 - Financial Mathematics

Course Cross-listed with ACT 580 
3 credit(s)
This course provides an analysis of the concepts in financial mathematics and introduction to financial derivatives. Topics include the mathematics of measurement of interest, annuities (simple and complex), forces of interest and discount, securities valuation as well as the mathematics of measuring interest rate risk and valuing derivative contracts such as forwards, futures, options and swaps.
Prerequisite(s): M 144 or its equivalent; FIN 310 or MBA 616  or their equivalents.


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