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» 2007 Handbooks
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» ACST851
ACST851: Mathematics of Finance |
Topics include types of interest rate; amortizing loans; effect of income and capital gains taxes; discounted cash flow techniques; annuities, bond pricing: simple stochastic interest rate models; unit-pricing systems; yield curves, matching and immunisation; forward rate agreements; replicating portfolios and hedge portfolios. It is assumed that students are able to use spreadsheets.
| Credit Points: | 4 |
| Contact Hours: | -- |
| When Offered: |
D1 - Day; Offered in the first half-year
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| Staff Contact: |
Mr Jim Farmer |
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| Unit Designations: |
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| | Assessed As: |
Graded
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| Offered By: |
EFS - Division of Economic and Financial Studies |
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| Unit Web Pages |
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No web pages available.
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