Apr 19, 2024  
2018-2019 Catalog 
    
2018-2019 Catalog [ARCHIVED CATALOG]

MATH 3920 - Mathematical Interest Theory 2

Annuities and perpetuities with different payment and conversion periods; bonds, the premium discount formula, bond amortization and valuation; immunization, duration convexity; interest rate swaps; determinants of interest rates.

Credits: 3

Prereq: MATH 3910
Lecture hours: 3