Apr 27, 2025  
2024-2025 Course Catalog 
    
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2024-2025 Course 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