MTH 32500 Theory of Financial Mathematics II

This course provides a calculus based coverage of topics in financial mathematics including bond valuation, stock valuation, inflation, duration, immunization, and financial derivatives such as forwards, futures, options, and swaps. This course, together with MTH 32400, covers topics needed to be successful on Exam FM/2 by the Society of Actuaries and the Casualty Actuarial Society.

Credits

3

Prerequisite

MTH 32400 with a C or better.

Offered

Spring.