300-204 Financial Mathematics II

Subject information

Search : Index : Faculty of Economics and Commerce : Actuarial studies
Prev 300-203 Financial Mathematics I
Next 300-205 Introduction to Actuarial Practice

300-204 Financial Mathematics II
Credit Points	12.5
HECS Band	2
Coordinator	To be advised
Prerequisites	300-203 Financial Mathematics I and 620-201 Probability
Semester	2 (view timetable)
Contact	Two 1-hour lectures and a 1-hour tutorial per week
Subject Description	Topics include discount valuation of index-linked bonds and forward contracts; term structure of interest rates; duration and convexity; discounted cash flow techniques; distributions of accumulations and present values; stochastic simulation; time series models.
Assessment	A 2-hour end-of-semester examination (70%) and three assignments totalling not more than 4500 words (30%).

Search : Index : Faculty of Economics and Commerce : Actuarial studies
Prev 300-203 Financial Mathematics I
Next 300-205 Introduction to Actuarial Practice

Status:                   Official 2003
Last Modified:            Monday April 28 22:11
SGML to HTML Conversion:  Information Division - CWIS (SDI)
Authorised by:            Academic Registrar
Enquiries:                http://unimelb.custhelp.com/