2009 Course Handbook
ACST851: Mathematics of Finance
Topics include types of interest rate; amortising 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 |
| Staff Contact: | Mr Jim Farmer |
| Prerequisites: | |
| Corequisites: | |
| NCCWs: | |
| Unit Designations: | -- |
| Assessed As: | Graded |
| Offered By: |
Faculty of Business and Economics |
Timetable Information
For unit timetable information please visit the Timetables@Macquarie Website.