STAT 2660
Mathematics for Finance (Honours)
Interest rates, growth of money, discount functions, yield rates, time value of money, annuities, cash flows and portfolios, loans, mortgages, bonds, immunization, swaps, hedging and investment strategies, stocks and financial markets, arbitrage.
2021
Readings
- Mathematical Interest Theory,(3rd Ed., Mathematical Association of America Textbooks
- by Leslie Vaaler, & Shinko Harper, & James Daniel.
Prerequisites & course information
Prerequisite(s): i) one of MATH 2052 or MATH 2007 or MATH 1005 , grade of C+ or higher; and ii) one of MATH 1152 or MATH 1107 or MATH 1104 , grade of C+ or higher; or permission of the School. Lectures three hours a week, tutorial one hour a week.
Sources
- Course catalogue ↗2026–2027
- STAT 2660A W22 ↗2021